In your conky config this setting usually causes this in unity.
own_window_type override does not work well with argb transparency so comment that line out.
override windows are not under the control of the window manager. own_window_hints are ignored.
own_window_type normal windows use own_window_hints and are under control of the window manager.
own_window_argb_value 100 #use 0-255 ... 0=0% opacity
If own_window_transparent is set to no you can set a degree of transparency with own_window_argb_visual yes
and an own_window_argb_value between 0 and 255.
If own_window_transparent is set to yes and own_window_argb_visual yes is used
the own_window_argb_value is ignored and the window is always fully transparent.
When using own_window_type normal, compiz by default will minimize conky
with other windows when you show the desktop.
Use ccsm to untick Hide Skip Taskbar Windows
Logout or restart unity and conky to take effect.