+90.1%
KO vs OVV
+58.8%
+31.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +3.7% | +8.0% | -4.3% | +3.7% |
| 30D | +8.1% | -2.0% | +10.2% | +8.1% |
| 3M | +14.2% | +5.4% | +8.8% | +14.2% |
| 6M | +25.2% | +14.3% | +10.9% | +25.1% |
| YTD | +44.7% | +69.4% | -24.7% | +44.3% |
| 1Y | +43.4% | +72.4% | -29.0% | +43.0% |
| 3Y | +90.1% | +58.4% | +31.7% | +89.2% |
| All | +90.1% | +58.8% | +31.3% | +89.2% |
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