+635.6%
KLAC vs OWL
+24.2%
+611.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.5% |
| 7D | -2.7% | -10.1% | +7.5% | +1.5% |
| 30D | -13.2% | -11.9% | -1.2% | -9.0% |
| 3M | -25.0% | +10.7% | -35.7% | -28.6% |
| 6M | +23.6% | +22.1% | +1.5% | +11.0% |
| YTD | +49.2% | -24.8% | +74.0% | +64.3% |
| 1Y | +89.3% | -39.2% | +128.5% | +126.1% |
| 3Y | +274.4% | +1.7% | +272.6% | +253.9% |
| 5Y | +440.9% | -15.5% | +456.4% | +404.1% |
| All | +635.6% | +24.2% | +611.4% | +549.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling