+44.3%
KDP vs OWL
+22.8%
+21.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +8.2% | +1.1% | +7.1% | +8.1% |
| 30D | +18.4% | +10.0% | +8.3% | +17.6% |
| 3M | +29.2% | -8.7% | +37.9% | +29.7% |
| 6M | +32.3% | +3.1% | +29.1% | +31.8% |
| YTD | +38.5% | -25.6% | +64.1% | +40.5% |
| 1Y | +48.5% | -25.5% | +74.0% | +50.5% |
| 3Y | +32.5% | -9.4% | +41.9% | +29.9% |
| 5Y | +19.7% | -18.2% | +37.8% | +15.0% |
| All | +44.3% | +22.8% | +21.5% | +38.1% |
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