+493.5%
ONTO vs KIM
+64.0%
+429.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +34.4% | -0.7% | +35.1% | +34.8% |
| 30D | -20.4% | +13.4% | -33.9% | -24.9% |
| 3M | -37.8% | +6.5% | -44.4% | -39.8% |
| 6M | -24.6% | +10.6% | -35.2% | -28.7% |
| YTD | +32.8% | +29.9% | +2.9% | +16.8% |
| 1Y | +54.7% | +29.6% | +25.2% | +36.0% |
| 3Y | +54.7% | +64.1% | -9.4% | +19.7% |
| 5Y | +134.0% | +35.3% | +98.7% | +97.3% |
| All | +493.5% | +64.0% | +429.5% | +323.9% |
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