+80.9%
KO vs ONON
-24.2%
+105.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -5.3% | +4.2% | -1.0% |
| 30D | +1.6% | -13.1% | +14.7% | +1.9% |
| 3M | +5.8% | -29.3% | +35.1% | +6.6% |
| 6M | +14.3% | -34.5% | +48.8% | +15.4% |
| YTD | +27.3% | -42.2% | +69.5% | +28.8% |
| 1Y | +33.2% | -37.3% | +70.5% | +34.4% |
| 3Y | +64.5% | -9.3% | +73.7% | +61.9% |
| All | +80.9% | -24.2% | +105.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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