+476.3%
ONTO vs KIM
+64.5%
+411.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | +17.5% | +0.1% | +17.4% | +17.5% |
| 30D | -15.7% | +14.1% | -29.8% | -20.6% |
| 3M | -39.7% | +6.0% | -45.7% | -41.5% |
| 6M | -26.5% | +13.2% | -39.7% | -31.2% |
| YTD | +29.0% | +30.4% | -1.4% | +13.3% |
| 1Y | +57.0% | +31.0% | +25.9% | +37.3% |
| 3Y | +50.0% | +67.6% | -17.6% | +15.0% |
| 5Y | +127.3% | +35.8% | +91.5% | +91.3% |
| All | +476.3% | +64.5% | +411.8% | +311.1% |
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