+669.5%
KLAC vs OWL
+32.0%
+637.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +3.6% |
| 7D | +10.6% | -3.9% | +14.5% | +12.2% |
| 30D | -4.5% | -3.7% | -0.8% | -3.4% |
| 3M | -10.3% | +21.4% | -31.6% | -17.6% |
| 6M | +40.9% | +18.3% | +22.5% | +28.3% |
| YTD | +56.1% | -20.1% | +76.2% | +67.8% |
| 1Y | +109.0% | -32.8% | +141.8% | +139.2% |
| 3Y | +288.8% | +8.6% | +280.3% | +258.1% |
| 5Y | +489.1% | -4.5% | +493.6% | +432.5% |
| All | +669.5% | +32.0% | +637.6% | +563.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling