+171.6%
OVV vs KIM
+362.7%
-191.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.3% | +0.4% | -0.2% | +0.1% |
| 30D | +11.7% | -4.0% | +15.7% | +13.5% |
| 3M | +9.8% | +0.5% | +9.3% | +9.2% |
| 6M | +26.6% | +3.6% | +22.9% | +23.8% |
| YTD | +67.0% | +20.4% | +46.6% | +53.2% |
| 1Y | +55.9% | +9.7% | +46.2% | +48.5% |
| 3Y | +45.5% | +46.0% | -0.5% | +22.1% |
| 5Y | +157.3% | +34.4% | +122.9% | +123.6% |
| 10Y | +65.0% | +29.3% | +35.7% | +46.2% |
| All | +171.6% | +362.7% | -191.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling