+981.9%
KEYS vs OVV
-10.2%
+992.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.8% | +4.5% |
| 7D | +6.9% | +1.2% | +5.7% | +6.8% |
| 30D | -19.1% | -2.5% | -16.5% | -18.8% |
| 3M | -11.1% | +0.5% | -11.6% | -11.3% |
| 6M | -16.6% | +8.5% | -25.0% | -17.9% |
| YTD | +50.4% | +64.5% | -14.0% | +39.1% |
| 1Y | +67.5% | +64.7% | +2.8% | +54.7% |
| 3Y | +146.0% | +54.1% | +91.8% | +126.8% |
| 5Y | +64.5% | +95.4% | -30.9% | +43.5% |
| 10Y | +784.1% | +54.9% | +729.2% | +560.4% |
| All | +981.9% | -10.2% | +992.1% | +698.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling