-8.7%
KMB vs ONON
-23.0%
+14.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.9% |
| 7D | -2.7% | -1.7% | -1.1% | -2.7% |
| 30D | -5.0% | -27.4% | +22.3% | -4.2% |
| 3M | +6.6% | -26.5% | +33.1% | +7.4% |
| 6M | +1.0% | -34.2% | +35.2% | +1.9% |
| YTD | +6.0% | -41.3% | +47.3% | +7.1% |
| 1Y | -16.6% | -39.7% | +23.0% | -15.9% |
| 3Y | -8.6% | -7.8% | -0.8% | -9.7% |
| All | -8.7% | -23.0% | +14.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling