+43.1%
ONTO vs KIM
+33.1%
+10.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.2% | -6.7% |
| 7D | -17.4% | +10.6% | -28.0% | -12.9% |
| 30D | -43.2% | +17.5% | -60.7% | -38.6% |
| 3M | -35.7% | +4.7% | -40.4% | -32.7% |
| 6M | -38.3% | +13.1% | -51.4% | -35.5% |
| YTD | +17.1% | +32.1% | -15.0% | +31.6% |
| 1Y | +43.1% | +32.7% | +10.5% | +61.4% |
| All | +43.1% | +33.1% | +10.0% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling