+23.9%
ONDS vs KIM
+98.6%
-74.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -3.5% | +0.4% | -4.0% | -3.9% |
| 30D | -14.1% | -4.0% | -10.1% | -11.9% |
| 3M | -36.3% | +0.5% | -36.9% | -37.8% |
| 6M | -27.5% | +3.6% | -31.1% | -31.0% |
| YTD | -21.9% | +20.4% | -42.4% | -34.7% |
| 1Y | +43.0% | +9.7% | +33.3% | +28.8% |
| 3Y | +697.1% | +46.0% | +651.1% | +468.3% |
| 5Y | -1.2% | +34.4% | -35.6% | -21.7% |
| All | +23.9% | +98.6% | -74.7% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling