+975.1%
KEYS vs OVV
+57.3%
+917.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.3% |
| 30D | -5.3% | +0.9% | -6.1% | -5.4% |
| 3M | +0.5% | +11.0% | -10.5% | -1.3% |
| 6M | +14.0% | +22.3% | -8.2% | +10.1% |
| YTD | +60.3% | +65.1% | -4.8% | +47.7% |
| 1Y | +91.3% | +53.1% | +38.2% | +77.9% |
| 3Y | +146.1% | +46.7% | +99.4% | +127.3% |
| 5Y | +80.8% | +155.5% | -74.7% | +51.3% |
| All | +975.1% | +57.3% | +917.8% | +706.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling