+32.7%
KO vs OWL
-29.1%
+61.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.9% |
| 7D | -1.8% | -2.2% | +0.5% | -1.9% |
| 30D | +1.4% | +3.7% | -2.3% | +1.8% |
| 3M | +15.4% | +17.5% | -2.1% | +16.8% |
| 6M | +14.3% | +18.5% | -4.3% | +16.2% |
| YTD | +27.7% | -16.3% | +44.0% | +27.4% |
| 1Y | +32.7% | -29.7% | +62.4% | +31.1% |
| All | +32.7% | -29.1% | +61.8% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling