+104.5%
OVV vs KIM
+33.6%
+70.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.6% |
| 7D | +6.5% | -0.7% | +7.2% | +6.9% |
| 30D | -2.7% | +13.4% | -16.1% | -9.5% |
| 3M | +3.1% | +6.5% | -3.4% | -0.8% |
| 6M | +12.8% | +10.6% | +2.2% | +5.4% |
| YTD | +68.1% | +29.9% | +38.2% | +41.3% |
| 1Y | +73.6% | +29.6% | +44.1% | +46.2% |
| 3Y | +57.6% | +64.1% | -6.5% | +11.5% |
| 5Y | +104.5% | +35.3% | +69.2% | +61.7% |
| All | +104.5% | +33.6% | +70.9% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling