-20.0%
ONON vs KGC
+477.5%
-497.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | -26.7% | +20.3% | -47.0% | -30.0% |
| 3M | -25.3% | +8.1% | -33.4% | -27.3% |
| 6M | -35.3% | -8.8% | -26.5% | -34.8% |
| YTD | -39.8% | +10.1% | -49.8% | -42.7% |
| 1Y | -39.2% | +44.2% | -83.4% | -46.7% |
| 3Y | -4.2% | +533.0% | -537.3% | -47.7% |
| All | -20.0% | +477.5% | -497.5% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling