-13.4%
KHC vs OMC
+29.1%
-42.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -4.8% | -4.2% | -0.6% | -4.0% |
| 30D | +0.3% | -7.5% | +7.8% | +1.7% |
| 3M | +6.7% | +4.6% | +2.1% | +5.7% |
| 6M | +4.2% | -4.8% | +9.0% | +4.8% |
| YTD | +6.7% | -1.0% | +7.8% | +6.4% |
| 1Y | -1.4% | +3.8% | -5.3% | -2.8% |
| 3Y | -11.8% | +10.2% | -22.0% | -14.6% |
| 5Y | -13.4% | +29.7% | -43.1% | -22.3% |
| All | -13.4% | +29.1% | -42.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling