+18.5%
ONDS vs KEY
+76.5%
-58.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | -21.7% | -3.3% | -18.4% | -19.9% |
| 3M | -24.5% | -0.7% | -23.7% | -24.1% |
| 6M | -25.0% | +12.5% | -37.5% | -30.3% |
| YTD | -25.3% | +8.4% | -33.7% | -29.0% |
| 1Y | +33.8% | +18.4% | +15.3% | +21.0% |
| 3Y | +699.3% | +123.3% | +576.0% | +407.8% |
| 5Y | -5.2% | +38.8% | -44.0% | -27.7% |
| All | +18.5% | +76.5% | -58.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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