+695.1%
ONDS vs KGC
+315.0%
+380.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -3.3% | -6.7% | +3.4% | +0.3% |
| 30D | -16.0% | -6.7% | -9.3% | -13.2% |
| 3M | -42.1% | -22.6% | -19.5% | -35.3% |
| 6M | -41.8% | -33.4% | -8.3% | -30.1% |
| YTD | -47.1% | -26.0% | -21.1% | -39.6% |
| 1Y | -21.3% | -18.3% | -3.0% | -13.6% |
| 3Y | +695.1% | +315.8% | +379.3% | +568.4% |
| All | +695.1% | +315.0% | +380.1% | +568.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling