+922.9%
KEYS vs OVV
-14.4%
+937.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -3.3% | -10.7% | +7.4% | -1.8% |
| 30D | -24.5% | -5.3% | -19.2% | -24.0% |
| 3M | -15.3% | +2.4% | -17.6% | -15.8% |
| 6M | -19.8% | +5.7% | -25.4% | -20.8% |
| YTD | +42.2% | +56.8% | -14.5% | +32.4% |
| 1Y | +59.8% | +59.3% | +0.5% | +48.2% |
| 3Y | +137.0% | +49.0% | +88.1% | +119.6% |
| 5Y | +55.5% | +88.1% | -32.6% | +36.3% |
| 10Y | +755.4% | +42.5% | +712.9% | +545.3% |
| All | +922.9% | -14.4% | +937.3% | +659.4% |
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