+7.5%
KHC vs OWL
-29.0%
+36.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.0% | +1.5% | +0.5% | +2.0% |
| 30D | +10.6% | +13.4% | -2.8% | +10.6% |
| 3M | +0.5% | -21.2% | +21.8% | -0.1% |
| 6M | +12.1% | +4.0% | +8.0% | +12.9% |
| YTD | +8.9% | -29.0% | +37.9% | +5.2% |
| 1Y | +7.5% | -28.4% | +35.9% | +3.6% |
| All | +7.5% | -29.0% | +36.5% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling