+3.0%
KMB vs ONTO
+658.6%
-655.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -1.7% |
| 7D | -3.0% | -1.0% | -2.0% | -3.0% |
| 30D | -5.5% | -2.9% | -2.6% | -5.5% |
| 3M | +14.0% | -2.5% | +16.4% | +13.6% |
| 6M | +4.1% | +28.2% | -24.1% | +2.9% |
| YTD | +8.0% | +69.8% | -61.7% | +6.0% |
| 1Y | -13.7% | +162.9% | -176.6% | -16.5% |
| 3Y | -5.9% | +95.9% | -101.9% | -10.9% |
| 5Y | -8.6% | +244.5% | -253.1% | -19.6% |
| All | +3.0% | +658.6% | -655.6% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling