+101.0%
KNX vs ONTO
+695.7%
-594.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.6% |
| 7D | +6.4% | +9.7% | -3.3% | +4.5% |
| 30D | +1.4% | -8.8% | +10.2% | +2.9% |
| 3M | -12.0% | +4.5% | -16.5% | -14.6% |
| 6M | +25.2% | +56.4% | -31.3% | +11.2% |
| YTD | +36.6% | +78.1% | -41.5% | +17.7% |
| 1Y | +67.6% | +171.3% | -103.7% | +32.1% |
| 3Y | +40.8% | +118.7% | -77.8% | +6.3% |
| 5Y | +43.3% | +269.4% | -226.0% | -7.7% |
| All | +101.0% | +695.7% | -594.7% | -0.8% |
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