+964.6%
KNX vs OVV
+162.8%
+801.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.0% |
| 7D | +7.4% | +0.3% | +7.1% | +7.3% |
| 30D | +2.0% | +11.7% | -9.8% | +0.1% |
| 3M | -7.9% | +9.8% | -17.7% | -9.5% |
| 6M | +14.4% | +26.6% | -12.2% | +9.4% |
| YTD | +38.9% | +67.0% | -28.1% | +26.8% |
| 1Y | +65.9% | +55.9% | +10.0% | +52.6% |
| 3Y | +35.8% | +45.5% | -9.7% | +24.4% |
| 5Y | +43.3% | +157.3% | -114.0% | +15.5% |
| 10Y | +179.6% | +65.0% | +114.6% | +101.0% |
| All | +964.6% | +162.8% | +801.9% | +421.0% |
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