+149.8%
KRE vs OVV
-22.5%
+172.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | +0.3% | -7.3% | +7.6% | +2.3% |
| 30D | +5.9% | -3.6% | +9.5% | +6.6% |
| 3M | -3.3% | -2.6% | -0.7% | -3.1% |
| 6M | +5.8% | +7.6% | -1.7% | +2.4% |
| YTD | +14.7% | +59.6% | -44.9% | -1.5% |
| 1Y | +22.0% | +62.2% | -40.2% | +4.0% |
| 3Y | +91.6% | +49.6% | +42.0% | +63.1% |
| 5Y | +13.0% | +98.9% | -86.0% | -16.7% |
| 10Y | +94.0% | +45.1% | +48.8% | +10.3% |
| All | +149.8% | -22.5% | +172.3% | +44.2% |
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 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