+341.5%
ONTO vs KIM
+65.0%
+276.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -1.0% | -14.6% | -15.2% |
| 7D | -29.7% | +5.0% | -34.7% | -31.2% |
| 30D | -50.3% | +15.8% | -66.0% | -53.5% |
| 3M | -43.5% | +4.3% | -47.8% | -44.8% |
| 6M | -48.9% | +11.4% | -60.2% | -51.8% |
| YTD | -1.2% | +30.8% | -32.0% | -13.4% |
| 1Y | +14.9% | +31.4% | -16.5% | +0.3% |
| 3Y | +31.2% | +57.7% | -26.5% | +3.4% |
| 5Y | +68.1% | +31.7% | +36.4% | +43.1% |
| All | +341.5% | +65.0% | +276.5% | +214.5% |
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