-0.6%
KMB vs ONTO
+84.2%
-84.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.1% | -12.9% | -1.5% |
| 7D | +0.5% | -14.0% | +14.5% | +0.1% |
| 30D | +12.4% | -43.1% | +55.5% | +10.9% |
| 3M | +1.0% | -35.5% | +36.5% | 0.0% |
| 6M | +12.1% | -41.1% | +53.2% | +11.1% |
| YTD | +11.6% | +9.8% | +1.9% | +11.6% |
| 1Y | +13.1% | +31.5% | -18.4% | +13.4% |
| 3Y | +1.6% | +45.2% | -43.6% | +0.1% |
| All | -0.6% | +84.2% | -84.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling