+53.7%
OVV vs KIM
+66.0%
-12.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.1% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | -2.5% | +14.8% | -17.3% | -8.0% |
| 3M | +0.5% | +8.1% | -7.7% | -2.8% |
| 6M | +8.5% | +11.7% | -3.2% | +2.8% |
| YTD | +64.5% | +30.7% | +33.7% | +42.5% |
| 1Y | +64.7% | +29.7% | +34.9% | +43.3% |
| All | +53.7% | +66.0% | -12.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling