+38.2%
KR vs OVV
+160.9%
-122.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -1.3% | -3.7% | +2.4% | -1.1% |
| 30D | +1.5% | +8.0% | -6.5% | +1.1% |
| 3M | -8.5% | +11.3% | -19.8% | -9.2% |
| 6M | -21.9% | +24.0% | -45.9% | -22.9% |
| YTD | -6.9% | +65.3% | -72.2% | -9.4% |
| 1Y | -14.0% | +60.2% | -74.1% | -16.2% |
| 3Y | +30.3% | +46.9% | -16.6% | +26.5% |
| All | +38.2% | +160.9% | -122.7% | +21.7% |
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 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