-23.0%
KWEB vs OVV
+57.3%
-80.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -4.3% | -2.9% | -1.4% | -3.9% |
| 30D | -13.0% | +0.9% | -13.9% | -13.1% |
| 3M | -7.6% | +11.0% | -18.6% | -9.1% |
| 6M | -21.1% | +22.3% | -43.4% | -23.9% |
| YTD | -28.2% | +65.1% | -93.3% | -33.7% |
| 1Y | -34.9% | +53.1% | -88.0% | -39.4% |
| 3Y | -0.8% | +46.7% | -47.5% | -8.5% |
| 5Y | -43.6% | +155.5% | -199.0% | -52.1% |
| All | -23.0% | +57.3% | -80.3% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling