+587.2%
KGC vs OVV
+58.9%
+528.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | -6.7% | +8.0% | -14.7% | -7.3% |
| 30D | -6.7% | -2.0% | -4.6% | -6.6% |
| 3M | -22.6% | +5.4% | -28.0% | -23.1% |
| 6M | -33.4% | +14.3% | -47.7% | -34.6% |
| YTD | -26.0% | +69.4% | -95.4% | -30.5% |
| 1Y | -18.3% | +72.4% | -90.7% | -23.4% |
| 3Y | +315.8% | +58.4% | +257.4% | +288.4% |
| 5Y | +225.7% | +106.1% | +119.6% | +195.5% |
| All | +587.2% | +58.9% | +528.3% | +489.5% |
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