-9.4%
ONDS vs KEY
+73.4%
-82.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | -17.2% | +6.9% | -24.1% | -20.6% |
| 3M | -40.2% | -5.0% | -35.2% | -38.1% |
| 6M | -38.5% | +0.7% | -39.3% | -38.9% |
| YTD | -42.9% | +6.5% | -49.4% | -45.2% |
| 1Y | -5.3% | +22.6% | -27.9% | -16.7% |
| 3Y | +820.7% | +125.3% | +695.3% | +478.8% |
| 5Y | -41.6% | +13.9% | -55.5% | -51.2% |
| All | -9.4% | +73.4% | -82.8% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling