+5.3%
KDP vs OWL
+0.8%
+4.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.3% | -2.2% | +3.5% | +1.4% |
| 30D | +6.0% | +3.7% | +2.3% | +5.7% |
| 3M | +9.2% | +17.5% | -8.3% | +8.1% |
| 6M | +14.7% | +18.5% | -3.8% | +13.2% |
| YTD | +19.2% | -16.3% | +35.5% | +20.4% |
| 1Y | +15.2% | -29.7% | +44.9% | +17.7% |
| 3Y | +6.0% | +14.2% | -8.2% | +0.9% |
| All | +5.3% | +0.8% | +4.5% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling