-6.4%
KHC vs OWL
+22.6%
-29.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | -2.1% | -2.5% | -4.6% |
| 30D | +8.1% | +11.6% | -3.5% | +7.9% |
| 3M | 0.0% | -13.8% | +13.8% | +0.1% |
| 6M | +7.9% | +7.8% | +0.1% | +7.8% |
| YTD | +5.3% | -25.8% | +31.1% | +5.7% |
| 1Y | +5.1% | -26.5% | +31.6% | +5.5% |
| 3Y | -12.8% | -9.6% | -3.2% | -13.4% |
| 5Y | -16.2% | -20.8% | +4.6% | -17.6% |
| All | -6.4% | +22.6% | -29.0% | -8.9% |
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