+13.2%
KRE vs OVV
+85.0%
-71.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -0.4% | -10.7% | +10.4% | +2.3% |
| 30D | +6.4% | -5.3% | +11.7% | +7.5% |
| 3M | -3.1% | +2.4% | -5.5% | -4.2% |
| 6M | +6.4% | +5.7% | +0.7% | +3.7% |
| YTD | +15.3% | +56.8% | -41.4% | -0.1% |
| 1Y | +23.3% | +59.3% | -36.0% | +6.1% |
| 3Y | +93.6% | +49.0% | +44.7% | +65.5% |
| 5Y | +13.2% | +88.1% | -74.9% | -15.3% |
| All | +13.2% | +85.0% | -71.8% | -15.3% |
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 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