-5.1%
KHC vs OWL
+27.7%
-32.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.1% |
| 7D | -4.8% | -6.4% | +1.6% | -4.7% |
| 30D | +0.3% | -5.0% | +5.3% | +0.4% |
| 3M | +6.7% | +15.4% | -8.7% | +6.6% |
| 6M | +4.2% | +15.5% | -11.3% | +4.0% |
| YTD | +6.7% | -22.7% | +29.4% | +7.2% |
| 1Y | -1.4% | -34.1% | +32.7% | -0.8% |
| 3Y | -11.8% | +5.1% | -16.8% | -12.7% |
| 5Y | -13.4% | -11.5% | -1.9% | -14.8% |
| All | -5.1% | +27.7% | -32.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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