+390.5%
ONTO vs KMX
-45.8%
+436.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.1% | +13.2% | +12.0% |
| 7D | -14.0% | -7.4% | -6.7% | -11.5% |
| 30D | -43.1% | -3.4% | -39.7% | -42.7% |
| 3M | -35.5% | -11.3% | -24.2% | -33.1% |
| 6M | -41.1% | +30.6% | -71.6% | -48.8% |
| YTD | +9.8% | +33.2% | -23.5% | -7.8% |
| 1Y | +31.5% | +66.7% | -35.2% | -0.6% |
| 3Y | +45.2% | -22.1% | +67.2% | +47.3% |
| 5Y | +86.7% | -66.7% | +153.4% | +170.0% |
| All | +390.5% | -45.8% | +436.2% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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