-21.7%
ONON vs KGC
+445.0%
-466.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -2.1% | -5.6% | +3.6% | -0.8% |
| 30D | -11.6% | +6.1% | -17.8% | -13.1% |
| 3M | -30.1% | +17.3% | -47.4% | -33.2% |
| 6M | -30.5% | -10.3% | -20.2% | -29.7% |
| YTD | -41.0% | +3.9% | -44.9% | -43.1% |
| 1Y | -36.7% | +25.7% | -62.4% | -42.5% |
| 3Y | -8.6% | +526.0% | -534.6% | -50.1% |
| All | -21.7% | +445.0% | -466.7% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling