-43.7%
KHC vs OVV
+44.0%
-87.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +1.1% | -16.7% | +17.8% | +2.6% |
| 30D | +12.0% | -1.5% | +13.5% | +12.0% |
| 3M | +0.2% | +1.6% | -1.4% | -0.1% |
| 6M | +10.3% | +2.0% | +8.3% | +9.8% |
| YTD | +6.7% | +56.8% | -50.1% | +2.2% |
| 1Y | +10.9% | +64.8% | -54.0% | +5.6% |
| 3Y | -12.6% | +38.3% | -50.9% | -16.6% |
| 5Y | -16.3% | +84.9% | -101.2% | -24.3% |
| 10Y | -53.2% | +54.5% | -107.8% | -64.9% |
| All | -43.7% | +44.0% | -87.7% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling