-10.7%
KHC vs OMC
+12.9%
-23.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -2.2% | -5.8% | +3.6% | -0.9% |
| 30D | -0.1% | -4.8% | +4.7% | +1.0% |
| 3M | +8.3% | +9.2% | -0.9% | +6.0% |
| 6M | +5.0% | -2.5% | +7.4% | +5.1% |
| YTD | +8.0% | +2.6% | +5.4% | +6.8% |
| 1Y | -1.1% | +5.9% | -7.0% | -3.2% |
| 3Y | -10.7% | +14.2% | -24.9% | -16.2% |
| All | -10.7% | +12.9% | -23.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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