+33.3%
KNX vs OVV
+58.8%
-25.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +9.2% | +8.0% | +1.2% | +7.8% |
| 30D | +0.9% | -2.0% | +3.0% | +1.0% |
| 3M | -12.7% | +5.4% | -18.1% | -13.9% |
| 6M | +7.3% | +14.3% | -6.9% | +3.9% |
| YTD | +23.1% | +69.4% | -46.3% | +7.1% |
| 1Y | +47.1% | +72.4% | -25.3% | +27.1% |
| 3Y | +33.3% | +58.4% | -25.1% | +16.9% |
| All | +33.3% | +58.8% | -25.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling