+102.4%
KO vs ONTO
+695.7%
-593.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.2% |
| 7D | +0.4% | +9.7% | -9.2% | +0.1% |
| 30D | +1.5% | -8.8% | +10.3% | +1.7% |
| 3M | +11.8% | +4.5% | +7.3% | +10.7% |
| 6M | +16.2% | +56.4% | -40.2% | +12.1% |
| YTD | +28.1% | +78.1% | -50.0% | +22.2% |
| 1Y | +34.8% | +171.3% | -136.5% | +24.7% |
| 3Y | +65.5% | +118.7% | -53.2% | +46.4% |
| 5Y | +81.6% | +269.4% | -187.8% | +41.8% |
| All | +102.4% | +695.7% | -593.2% | +17.8% |
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