-22.1%
ONON vs KMX
-55.1%
+33.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -27.4% | +4.1% | -31.5% | -28.7% |
| 3M | -26.5% | +27.5% | -54.0% | -34.6% |
| 6M | -34.2% | +43.6% | -77.8% | -45.6% |
| YTD | -41.3% | +56.8% | -98.1% | -54.0% |
| 1Y | -39.7% | -1.3% | -38.3% | -42.5% |
| 3Y | -7.8% | -25.4% | +17.5% | -2.5% |
| All | -22.1% | -55.1% | +33.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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