+196.8%
KMI vs OWL
+24.2%
+172.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.7% | -10.1% | +8.4% | -0.2% |
| 30D | -2.7% | -11.9% | +9.2% | -1.1% |
| 3M | -0.7% | +10.7% | -11.4% | -2.7% |
| 6M | -5.0% | +22.1% | -27.1% | -8.9% |
| YTD | +15.5% | -24.8% | +40.3% | +19.6% |
| 1Y | +16.4% | -39.2% | +55.6% | +24.8% |
| 3Y | +114.2% | +1.7% | +112.4% | +109.6% |
| 5Y | +153.3% | -15.5% | +168.7% | +144.3% |
| All | +196.8% | +24.2% | +172.6% | +181.6% |
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