-23.3%
ONON vs KGC
+441.2%
-464.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.0% |
| 7D | -5.3% | -8.4% | +3.1% | -3.4% |
| 30D | -13.1% | +6.3% | -19.5% | -14.7% |
| 3M | -29.3% | +22.4% | -51.8% | -33.2% |
| 6M | -34.5% | -11.4% | -23.1% | -33.6% |
| YTD | -42.2% | +3.1% | -45.4% | -44.2% |
| 1Y | -37.3% | +26.6% | -64.0% | -43.2% |
| 3Y | -9.3% | +525.6% | -534.8% | -50.5% |
| All | -23.3% | +441.2% | -464.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling