+177.9%
KO vs ON
+596.1%
-418.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -1.1% | -4.7% | +3.6% | -0.9% |
| 30D | +1.6% | -13.5% | +15.0% | +2.3% |
| 3M | +5.8% | -36.3% | +42.1% | +7.8% |
| 6M | +14.3% | +17.8% | -3.5% | +11.0% |
| YTD | +27.3% | +29.6% | -2.3% | +22.6% |
| 1Y | +33.2% | +45.8% | -12.6% | +26.8% |
| 3Y | +64.5% | -28.3% | +92.8% | +62.6% |
| 5Y | +83.1% | +49.6% | +33.5% | +61.6% |
| All | +177.9% | +596.1% | -418.3% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling