+42.5%
OVV vs KMX
+13.6%
+29.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -2.0% |
| 7D | -10.7% | -4.1% | -6.6% | -9.5% |
| 30D | -5.3% | +2.9% | -8.1% | -7.0% |
| 3M | +2.4% | -7.0% | +9.4% | +4.0% |
| 6M | +5.7% | +34.1% | -28.5% | -9.1% |
| YTD | +56.8% | +40.0% | +16.7% | +29.1% |
| 1Y | +59.3% | +67.2% | -7.9% | +21.0% |
| 3Y | +49.0% | -13.4% | +62.4% | +40.3% |
| 5Y | +88.1% | -65.1% | +153.2% | +164.8% |
| 10Y | +42.5% | +6.9% | +35.7% | +40.7% |
| All | +42.5% | +13.6% | +29.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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