Typically, it is recommended that you check into your objectives on a weekly basis. This helps build a rhythm and a sense of progress -which can be highly motivating- especially for personal level Objectives.
The exercise of checking-in serves also as a mechanism to track and document your learnings, wins, roadblocks and next actions; and this also allows you to communicate with your team potential impacts to their work and highlight any roadblocks that need attention and support.
Objectives that are more at the team, department or organizational levels may not lend themselves for a weekly check-in. For example, if a team is working in 2-week sprints, or the indicators are connected to an event that will take X number of weeks to bring the results, or the metrics are received on a monthly basis.
The more check-ins you document, the more visual it becomes how you track your progress and it will provide more data points to compare and reflect. You can always go back to the comments from a particular check-in, to understand historically what worked or didn't work.