+45.2%
ONTO vs KIM
+57.8%
-12.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +11.1% |
| 7D | -14.0% | +4.1% | -18.1% | -14.6% |
| 30D | -43.1% | +16.8% | -59.9% | -44.8% |
| 3M | -35.5% | +5.7% | -41.2% | -36.0% |
| 6M | -41.1% | +9.7% | -50.8% | -42.6% |
| YTD | +9.8% | +30.2% | -20.5% | +1.2% |
| 1Y | +31.5% | +32.1% | -0.6% | +20.5% |
| 3Y | +45.2% | +58.6% | -13.4% | +29.1% |
| All | +45.2% | +57.8% | -12.7% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling