+55.3%
ON vs KR
-13.3%
+68.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.7% | +5.8% | +9.7% |
| 7D | +2.4% | -0.2% | +2.5% | +2.1% |
| 30D | -8.6% | +5.1% | -13.7% | -6.4% |
| 3M | -34.3% | -8.2% | -26.2% | -35.7% |
| 6M | +28.5% | -18.0% | +46.5% | +21.4% |
| YTD | +40.6% | -4.8% | +45.4% | +37.9% |
| 1Y | +55.3% | -11.0% | +66.4% | +51.2% |
| All | +55.3% | -13.3% | +68.6% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling