+81.8%
KO vs ONON
-22.6%
+104.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | +0.2% | -2.1% | +2.3% | +0.3% |
| 30D | +1.8% | -11.6% | +13.4% | +2.2% |
| 3M | +7.7% | -30.1% | +37.8% | +8.6% |
| 6M | +15.3% | -30.5% | +45.8% | +16.2% |
| YTD | +28.0% | -41.0% | +69.0% | +29.4% |
| 1Y | +34.3% | -36.7% | +71.0% | +35.4% |
| 3Y | +63.8% | -8.6% | +72.4% | +61.2% |
| All | +81.8% | -22.6% | +104.4% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling