-4.2%
KHC vs OWL
+38.2%
-42.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.8% | -2.2% | +0.5% | -1.7% |
| 30D | -1.9% | +3.7% | -5.6% | -1.9% |
| 3M | +14.4% | +17.5% | -3.1% | +14.2% |
| 6M | +8.7% | +18.5% | -9.8% | +8.5% |
| YTD | +7.8% | -16.3% | +24.1% | +8.1% |
| 1Y | -1.5% | -29.7% | +28.2% | -1.0% |
| 3Y | -9.9% | +14.2% | -24.0% | -10.9% |
| 5Y | -10.7% | +2.5% | -13.2% | -12.3% |
| All | -4.2% | +38.2% | -42.4% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling