+698.7%
KO vs ON
+185.7%
+512.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.5% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | +1.5% | -12.4% | +13.9% | +2.1% |
| 3M | +11.8% | -41.2% | +53.0% | +14.1% |
| 6M | +16.2% | +25.0% | -8.8% | +13.8% |
| YTD | +28.1% | +31.3% | -3.2% | +24.9% |
| 1Y | +34.8% | +45.4% | -10.7% | +30.5% |
| 3Y | +65.5% | -27.4% | +92.9% | +63.6% |
| 5Y | +81.6% | +58.5% | +23.1% | +69.4% |
| 10Y | +176.7% | +561.8% | -385.1% | +134.1% |
| All | +698.7% | +185.7% | +512.9% | +457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling