+155.8%
KRE vs OVV
-18.9%
+174.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -2.7% | +11.7% | -14.4% | -5.8% |
| 3M | +8.2% | +9.8% | -1.6% | +4.8% |
| 6M | +12.8% | +26.6% | -13.7% | +4.2% |
| YTD | +17.5% | +67.0% | -49.5% | +0.1% |
| 1Y | +16.6% | +55.9% | -39.3% | +0.7% |
| 3Y | +79.5% | +45.5% | +34.0% | +54.3% |
| 5Y | +32.4% | +157.3% | -124.9% | -8.9% |
| 10Y | +124.1% | +65.0% | +59.1% | +22.5% |
| All | +155.8% | -18.9% | +174.7% | +46.5% |
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