+390.5%
ONTO vs KIM
+64.3%
+326.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +11.3% |
| 7D | -14.0% | +4.1% | -18.1% | -15.6% |
| 30D | -43.1% | +16.8% | -59.9% | -47.0% |
| 3M | -35.5% | +5.7% | -41.2% | -37.4% |
| 6M | -41.1% | +9.7% | -50.8% | -44.1% |
| YTD | +9.8% | +30.2% | -20.5% | -3.6% |
| 1Y | +31.5% | +32.1% | -0.6% | +14.6% |
| 3Y | +45.2% | +58.6% | -13.4% | +14.0% |
| 5Y | +86.7% | +31.2% | +55.6% | +59.2% |
| All | +390.5% | +64.3% | +326.1% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling