+17.9%
ONDS vs KEYS
+164.5%
-146.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.8% |
| 7D | -5.0% | +0.9% | -5.9% | -5.8% |
| 30D | -25.6% | -5.3% | -20.3% | -22.4% |
| 3M | -22.1% | +0.5% | -22.6% | -23.0% |
| 6M | -27.6% | +14.0% | -41.6% | -36.3% |
| YTD | -25.7% | +60.3% | -86.0% | -53.6% |
| 1Y | +30.4% | +91.3% | -60.9% | -30.9% |
| 3Y | +695.0% | +146.1% | +548.8% | +231.7% |
| 5Y | -2.2% | +80.8% | -82.9% | -47.2% |
| All | +17.9% | +164.5% | -146.6% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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