+629.3%
ON vs KR
+129.5%
+499.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.7% | +5.8% | +8.5% |
| 7D | +2.4% | -0.2% | +2.5% | +2.4% |
| 30D | -8.6% | +5.1% | -13.7% | -8.6% |
| 3M | -34.3% | -8.2% | -26.2% | -34.3% |
| 6M | +28.5% | -18.0% | +46.5% | +28.7% |
| YTD | +40.6% | -4.8% | +45.4% | +40.3% |
| 1Y | +55.3% | -11.0% | +66.4% | +55.2% |
| 3Y | -22.2% | +37.7% | -59.9% | -25.1% |
| 5Y | +62.4% | +52.8% | +9.6% | +54.7% |
| All | +629.3% | +129.5% | +499.8% | +585.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling