+298.4%
KMB vs OVV
+162.8%
+135.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -5.5% | +11.7% | -17.2% | -6.0% |
| 3M | +14.0% | +9.8% | +4.2% | +13.3% |
| 6M | +4.1% | +26.6% | -22.5% | +2.6% |
| YTD | +8.0% | +67.0% | -59.0% | +4.9% |
| 1Y | -13.7% | +55.9% | -69.7% | -16.0% |
| 3Y | -5.9% | +45.5% | -51.4% | -8.9% |
| 5Y | -8.6% | +157.3% | -166.0% | -16.0% |
| 10Y | +17.3% | +65.0% | -47.7% | +0.5% |
| All | +298.4% | +162.8% | +135.6% | +193.0% |
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