+573.5%
ON vs KDP
+1,294.8%
-721.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -11.7% | +2.2% | -13.9% | -13.1% |
| 30D | -23.3% | +19.9% | -43.2% | -30.8% |
| 3M | -19.2% | +21.5% | -40.7% | -28.1% |
| 6M | -40.1% | +30.1% | -70.3% | -49.6% |
| YTD | +16.9% | +34.9% | -18.0% | -4.2% |
| 1Y | +29.7% | +43.4% | -13.7% | +2.7% |
| 3Y | -4.4% | +29.1% | -33.5% | -22.6% |
| 5Y | +7.1% | +15.0% | -7.9% | -7.5% |
| 10Y | +447.2% | +234.1% | +213.1% | +146.1% |
| All | +573.5% | +1,294.8% | -721.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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