-21.7%
ONON vs KIM
+33.6%
-55.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -2.1% | -1.7% | -0.3% | -0.7% |
| 30D | -11.6% | -3.0% | -8.7% | -9.6% |
| 3M | -30.1% | -8.9% | -21.2% | -25.0% |
| 6M | -30.5% | +2.4% | -32.9% | -32.0% |
| YTD | -41.0% | +18.3% | -59.4% | -48.7% |
| 1Y | -36.7% | +8.2% | -44.9% | -41.0% |
| 3Y | -8.6% | +44.0% | -52.6% | -35.2% |
| All | -21.7% | +33.6% | -55.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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