+48.2%
OVV vs KIM
+64.5%
-16.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -16.7% | +4.1% | -20.7% | -19.0% |
| 30D | -1.5% | +16.8% | -18.3% | -11.2% |
| 3M | +1.6% | +5.7% | -4.1% | -2.6% |
| 6M | +2.0% | +9.7% | -7.7% | -5.1% |
| YTD | +56.8% | +30.2% | +26.6% | +29.3% |
| 1Y | +64.8% | +32.1% | +32.7% | +34.6% |
| 3Y | +38.3% | +58.6% | -20.3% | -2.2% |
| 5Y | +84.9% | +31.2% | +53.7% | +46.0% |
| All | +48.2% | +64.5% | -16.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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