+30.7%
ONTO vs KIM
+58.5%
-27.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -1.0% | -14.6% | -15.5% |
| 7D | -29.7% | +5.0% | -34.7% | -30.3% |
| 30D | -50.3% | +15.8% | -66.0% | -51.7% |
| 3M | -43.5% | +4.3% | -47.8% | -43.7% |
| 6M | -48.9% | +11.4% | -60.2% | -50.4% |
| YTD | -1.2% | +30.8% | -32.0% | -9.0% |
| 1Y | +14.9% | +31.4% | -16.5% | +5.5% |
| All | +30.7% | +58.5% | -27.8% | +16.2% |
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