-21.7%
ONON vs KEYS
+89.6%
-111.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | -0.2% |
| 7D | -2.1% | +3.5% | -5.6% | -4.1% |
| 30D | -11.6% | -4.5% | -7.1% | -9.6% |
| 3M | -30.1% | -0.4% | -29.7% | -32.3% |
| 6M | -30.5% | +19.1% | -49.6% | -41.0% |
| YTD | -41.0% | +66.7% | -107.7% | -62.4% |
| 1Y | -36.7% | +96.5% | -133.2% | -65.1% |
| 3Y | -8.6% | +155.2% | -163.8% | -62.2% |
| All | -21.7% | +89.6% | -111.3% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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