+31.8%
KRE vs ONON
-24.2%
+56.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -1.1% | -3.5% | +2.4% | -0.4% |
| 30D | -3.4% | -30.8% | +27.4% | +2.8% |
| 3M | +3.7% | -29.8% | +33.5% | +9.7% |
| 6M | +14.8% | -34.8% | +49.6% | +22.5% |
| YTD | +14.7% | -42.3% | +56.9% | +25.1% |
| 1Y | +16.0% | -39.5% | +55.5% | +24.8% |
| 3Y | +84.3% | -9.3% | +93.5% | +78.7% |
| All | +31.8% | -24.2% | +56.0% | +20.1% |
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