+13.6%
KNX vs OVV
+107.0%
-93.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +9.2% | +8.0% | +1.2% | +7.9% |
| 30D | +0.9% | -2.0% | +3.0% | +1.0% |
| 3M | -12.7% | +5.4% | -18.1% | -13.7% |
| 6M | +7.3% | +14.3% | -6.9% | +4.3% |
| YTD | +23.1% | +69.4% | -46.3% | +10.5% |
| 1Y | +47.1% | +72.4% | -25.3% | +31.4% |
| 3Y | +33.3% | +58.4% | -25.1% | +18.5% |
| All | +13.6% | +107.0% | -93.4% | -4.5% |
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 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