+1.6%
KMB vs OWL
+22.8%
-21.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +6.0% | +1.1% | +5.0% | +6.0% |
| 30D | +13.5% | +10.0% | +3.5% | +13.2% |
| 3M | +3.8% | -8.7% | +12.4% | +3.8% |
| 6M | +15.6% | +3.1% | +12.4% | +15.5% |
| YTD | +14.0% | -25.6% | +39.7% | +14.2% |
| 1Y | +12.9% | -25.5% | +38.4% | +13.1% |
| 3Y | +3.7% | -9.4% | +13.1% | +2.3% |
| 5Y | -0.1% | -18.2% | +18.1% | -3.2% |
| All | +1.6% | +22.8% | -21.2% | -1.6% |
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