-16.1%
ONDS vs KEY
+74.3%
-90.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.4% |
| 7D | -3.3% | +2.9% | -6.2% | -4.9% |
| 30D | -16.0% | +8.4% | -24.4% | -20.2% |
| 3M | -42.1% | -5.8% | -36.3% | -39.7% |
| 6M | -41.8% | +5.4% | -47.2% | -43.7% |
| YTD | -47.1% | +7.1% | -54.2% | -49.4% |
| 1Y | -21.3% | +26.8% | -48.1% | -32.3% |
| 3Y | +695.1% | +128.7% | +566.4% | +395.8% |
| 5Y | -50.0% | +13.6% | -63.7% | -58.3% |
| All | -16.1% | +74.3% | -90.4% | -39.2% |
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