+42.5%
OVV vs KIM
+65.6%
-23.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.7% |
| 7D | -10.7% | +2.8% | -13.6% | -12.5% |
| 30D | -5.3% | +16.3% | -21.6% | -14.5% |
| 3M | +2.4% | +6.6% | -4.3% | -2.3% |
| 6M | +5.7% | +12.3% | -6.7% | -3.2% |
| YTD | +56.8% | +31.6% | +25.2% | +28.4% |
| 1Y | +59.3% | +31.5% | +27.8% | +30.4% |
| 3Y | +49.0% | +68.0% | -19.0% | +1.4% |
| 5Y | +88.1% | +38.7% | +49.4% | +43.2% |
| 10Y | +42.5% | +65.7% | -23.2% | +3.4% |
| All | +42.5% | +65.6% | -23.0% | +3.4% |
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