-44.5%
KHC vs OMC
+88.5%
-133.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.1% | +6.8% | -8.0% | -3.1% |
| 30D | +8.8% | +16.2% | -7.3% | +4.0% |
| 3M | -1.2% | +6.0% | -7.2% | -3.2% |
| 6M | +4.6% | +17.7% | -13.1% | -0.9% |
| YTD | +5.1% | +13.5% | -8.3% | -0.1% |
| 1Y | +6.2% | +27.2% | -21.0% | -2.9% |
| 3Y | -12.9% | +30.4% | -43.3% | -22.8% |
| 5Y | -16.8% | +53.5% | -70.3% | -33.5% |
| 10Y | -52.4% | +57.0% | -109.4% | -65.3% |
| All | -44.5% | +88.5% | -133.0% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling