-10.3%
KHC vs OVV
+160.2%
-170.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.6% |
| 7D | -1.8% | +0.3% | -2.0% | -1.8% |
| 30D | -1.9% | +11.7% | -13.6% | -2.4% |
| 3M | +14.4% | +9.8% | +4.6% | +13.8% |
| 6M | +8.7% | +26.6% | -17.8% | +7.2% |
| YTD | +7.8% | +67.0% | -59.2% | +4.7% |
| 1Y | -1.5% | +55.9% | -57.4% | -4.1% |
| 3Y | -9.9% | +45.5% | -55.4% | -12.8% |
| All | -10.3% | +160.2% | -170.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling