+202.1%
KMI vs OWL
+27.7%
+174.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.3% |
| 7D | -1.8% | -6.4% | +4.6% | -0.9% |
| 30D | +0.1% | -5.0% | +5.1% | +0.6% |
| 3M | +1.2% | +15.4% | -14.3% | -1.5% |
| 6M | -3.9% | +15.5% | -19.4% | -7.0% |
| YTD | +17.5% | -22.7% | +40.2% | +21.2% |
| 1Y | +22.6% | -34.1% | +56.7% | +29.6% |
| 3Y | +116.3% | +5.1% | +111.2% | +110.7% |
| 5Y | +157.6% | -11.5% | +169.1% | +147.4% |
| All | +202.1% | +27.7% | +174.3% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling