-55.8%
KHC vs OVV
+61.5%
-117.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -1.8% | +0.3% | -2.0% | -1.8% |
| 30D | -1.9% | +11.7% | -13.6% | -2.9% |
| 3M | +14.4% | +9.8% | +4.6% | +13.2% |
| 6M | +8.7% | +26.6% | -17.8% | +6.0% |
| YTD | +7.8% | +67.0% | -59.2% | +2.4% |
| 1Y | -1.5% | +55.9% | -57.4% | -6.0% |
| 3Y | -9.9% | +45.5% | -55.4% | -14.6% |
| 5Y | -10.7% | +157.3% | -168.1% | -22.8% |
| All | -55.8% | +61.5% | -117.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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