+65.5%
KO vs OVV
+47.2%
+18.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +0.4% | -3.7% | +4.1% | +0.4% |
| 30D | +1.5% | +8.0% | -6.5% | +1.5% |
| 3M | +11.8% | +11.3% | +0.5% | +11.8% |
| 6M | +16.2% | +24.0% | -7.8% | +16.2% |
| YTD | +28.1% | +65.3% | -37.2% | +27.9% |
| 1Y | +34.8% | +60.2% | -25.4% | +34.6% |
| 3Y | +65.5% | +46.9% | +18.5% | +64.3% |
| All | +65.5% | +47.2% | +18.2% | +64.3% |
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