+99.7%
ONTO vs KIM
+46.3%
+53.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -2.9% | -4.0% | +1.1% | -1.9% |
| 3M | -2.5% | +0.5% | -3.0% | -3.5% |
| 6M | +28.2% | +3.6% | +24.6% | +25.6% |
| YTD | +69.8% | +20.4% | +49.3% | +58.1% |
| 1Y | +162.9% | +9.7% | +153.2% | +152.7% |
| All | +99.7% | +46.3% | +53.4% | +70.1% |
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