+41.8%
KNX vs OVV
+162.0%
-120.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +2.3% | -3.8% | +6.1% | +2.9% |
| 30D | +0.5% | +1.3% | -0.8% | +0.2% |
| 3M | -14.1% | +14.3% | -28.5% | -16.2% |
| 6M | +19.8% | +21.1% | -1.4% | +15.2% |
| YTD | +32.7% | +66.0% | -33.3% | +20.4% |
| 1Y | +62.3% | +59.3% | +3.0% | +47.9% |
| 3Y | +36.8% | +47.6% | -10.7% | +23.7% |
| 5Y | +41.8% | +162.0% | -120.2% | +19.0% |
| All | +41.8% | +162.0% | -120.2% | +19.0% |
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 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