-9.5%
KMB vs OWL
+27.7%
-37.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -4.1% |
| 7D | -8.6% | -6.4% | -2.2% | -8.5% |
| 30D | -7.5% | -5.0% | -2.5% | -7.5% |
| 3M | -0.6% | +15.4% | -16.0% | -0.7% |
| 6M | -1.5% | +15.5% | -17.0% | -1.7% |
| YTD | +1.6% | -22.7% | +24.3% | +1.8% |
| 1Y | -20.8% | -34.1% | +13.3% | -20.5% |
| 3Y | -12.4% | +5.1% | -17.5% | -14.0% |
| 5Y | -12.9% | -11.5% | -1.5% | -15.6% |
| All | -9.5% | +27.7% | -37.2% | -12.3% |
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