-8.0%
KMB vs OVV
+160.2%
-168.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | -5.5% | +11.7% | -17.2% | -5.2% |
| 3M | +14.0% | +9.8% | +4.2% | +14.3% |
| 6M | +4.1% | +26.6% | -22.5% | +4.5% |
| YTD | +8.0% | +67.0% | -59.0% | +8.7% |
| 1Y | -13.7% | +55.9% | -69.7% | -13.3% |
| 3Y | -5.9% | +45.5% | -51.4% | -5.5% |
| All | -8.0% | +160.2% | -168.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling