+149.4%
KEYS vs OVV
+52.7%
+96.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +2.9% | -3.8% | +6.7% | +3.7% |
| 30D | -1.3% | +1.3% | -2.6% | -1.7% |
| 3M | -0.1% | +14.3% | -14.5% | -3.5% |
| 6M | +17.4% | +21.1% | -3.7% | +10.8% |
| YTD | +62.9% | +66.0% | -3.1% | +40.3% |
| 1Y | +95.7% | +59.3% | +36.5% | +69.8% |
| All | +149.4% | +52.7% | +96.8% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling