+8.4%
KHC vs OWL
+3.3%
+5.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.2% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | +9.1% | +7.3% | +1.8% | +8.5% |
| 3M | +1.4% | -16.8% | +18.2% | +0.8% |
| 6M | +8.4% | +4.0% | +4.3% | +11.7% |
| All | +8.4% | +3.3% | +5.1% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling