+449.2%
ONTO vs KIM
+66.0%
+383.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.6% |
| 7D | +1.4% | +2.8% | -1.5% | +0.1% |
| 30D | -34.1% | +16.3% | -50.5% | -38.5% |
| 3M | -37.1% | +6.6% | -43.7% | -39.1% |
| 6M | -31.8% | +12.3% | -44.1% | -36.0% |
| YTD | +22.9% | +31.6% | -8.6% | +7.5% |
| 1Y | +39.5% | +31.5% | +8.0% | +21.8% |
| 3Y | +57.7% | +68.0% | -10.3% | +20.8% |
| 5Y | +115.8% | +38.7% | +77.1% | +80.2% |
| All | +449.2% | +66.0% | +383.2% | +290.4% |
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 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