-12.9%
KHC vs OVV
+49.9%
-62.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -0.8% |
| 7D | -1.1% | -7.3% | +6.1% | -0.9% |
| 30D | +8.8% | -3.6% | +12.4% | +8.9% |
| 3M | -1.2% | -2.6% | +1.4% | -1.3% |
| 6M | +4.6% | +7.6% | -2.9% | +4.0% |
| YTD | +5.1% | +59.6% | -54.5% | +1.5% |
| 1Y | +6.2% | +62.2% | -56.0% | +2.4% |
| 3Y | -12.9% | +49.6% | -62.5% | -16.8% |
| All | -12.9% | +49.9% | -62.8% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling