+570.4%
KO vs OVV
+162.8%
+407.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.8% | +0.3% | -2.0% | -1.8% |
| 30D | +1.4% | +11.7% | -10.3% | +0.4% |
| 3M | +15.4% | +9.8% | +5.6% | +14.3% |
| 6M | +14.3% | +26.6% | -12.3% | +11.6% |
| YTD | +27.7% | +67.0% | -39.4% | +21.6% |
| 1Y | +32.7% | +55.9% | -23.2% | +27.0% |
| 3Y | +62.2% | +45.5% | +16.7% | +53.9% |
| 5Y | +80.0% | +157.3% | -77.4% | +57.6% |
| 10Y | +175.6% | +65.0% | +110.6% | +116.4% |
| All | +570.4% | +162.8% | +407.6% | +325.7% |
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