-52.3%
KHC vs OVV
+51.8%
-104.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.1% |
| 7D | -4.6% | +1.2% | -5.8% | -4.7% |
| 30D | +8.1% | -2.5% | +10.6% | +8.2% |
| 3M | 0.0% | +0.5% | -0.5% | -0.2% |
| 6M | +7.9% | +8.5% | -0.5% | +6.7% |
| YTD | +5.3% | +64.5% | -59.2% | -0.1% |
| 1Y | +5.1% | +64.7% | -59.6% | -0.4% |
| 3Y | -12.8% | +54.1% | -66.9% | -18.0% |
| 5Y | -16.2% | +95.4% | -111.6% | -25.5% |
| 10Y | -52.3% | +54.9% | -107.2% | -64.9% |
| All | -52.3% | +51.8% | -104.1% | -64.9% |
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