+17.9%
ONDS vs KIM
+96.0%
-78.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.3% |
| 7D | -5.0% | -1.5% | -3.5% | -4.0% |
| 30D | -25.6% | -1.7% | -23.9% | -24.9% |
| 3M | -22.1% | -7.1% | -15.0% | -18.9% |
| 6M | -27.6% | +2.9% | -30.4% | -30.7% |
| YTD | -25.7% | +18.8% | -44.6% | -37.3% |
| 1Y | +30.4% | +9.4% | +21.0% | +17.6% |
| 3Y | +695.0% | +44.6% | +650.4% | +470.6% |
| 5Y | -2.2% | +37.9% | -40.1% | -23.1% |
| All | +17.9% | +96.0% | -78.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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