+29.0%
ONON vs KEY
+124.5%
-95.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.2% | -7.4% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -1.1% | +6.9% | -8.0% | -4.1% |
| 3M | -10.5% | -5.0% | -5.5% | -8.6% |
| 6M | -1.5% | +0.7% | -2.3% | -2.3% |
| YTD | -25.3% | +6.5% | -31.8% | -27.8% |
| 1Y | -0.7% | +22.6% | -23.4% | -9.9% |
| 3Y | +29.0% | +125.3% | -96.3% | -8.5% |
| All | +29.0% | +124.5% | -95.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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