+17.9%
ONDS vs KGC
+335.0%
-317.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.0% |
| 7D | -5.0% | -8.4% | +3.4% | -2.1% |
| 30D | -25.6% | +6.3% | -31.9% | -27.3% |
| 3M | -22.1% | +22.4% | -44.6% | -27.6% |
| 6M | -27.6% | -11.4% | -16.2% | -25.3% |
| YTD | -25.7% | +3.1% | -28.9% | -26.4% |
| 1Y | +30.4% | +26.6% | +3.8% | +22.3% |
| 3Y | +695.0% | +525.6% | +169.4% | +433.3% |
| 5Y | -2.2% | +451.7% | -453.8% | -31.8% |
| All | +17.9% | +335.0% | -317.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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