-10.9%
KMB vs OWL
-3.7%
-7.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.9% |
| 7D | -2.7% | -3.9% | +1.2% | -2.7% |
| 30D | -5.0% | -3.7% | -1.4% | -5.0% |
| 3M | +6.6% | +21.4% | -14.8% | +6.4% |
| 6M | +1.0% | +18.3% | -17.4% | +0.8% |
| YTD | +6.0% | -20.1% | +26.1% | +6.1% |
| 1Y | -16.6% | -32.8% | +16.2% | -16.3% |
| 3Y | -8.6% | +8.6% | -17.2% | -10.9% |
| 5Y | -10.9% | -4.5% | -6.4% | -14.6% |
| All | -10.9% | -3.7% | -7.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling