-10.5%
ONON vs KGC
+548.3%
-558.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -30.8% | +10.5% | -41.3% | -32.2% |
| 3M | -29.8% | +19.8% | -49.6% | -32.5% |
| 6M | -34.8% | -6.7% | -28.1% | -34.8% |
| YTD | -42.3% | +7.8% | -50.0% | -44.2% |
| 1Y | -39.5% | +35.7% | -75.2% | -44.8% |
| All | -10.5% | +548.3% | -558.8% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling