+81.6%
KO vs OWL
-16.2%
+97.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.4% |
| 7D | -1.1% | -11.9% | +10.8% | -1.0% |
| 30D | +1.6% | -13.7% | +15.3% | +1.7% |
| 3M | +5.8% | +12.3% | -6.5% | +5.6% |
| 6M | +14.3% | +15.0% | -0.7% | +14.0% |
| YTD | +27.3% | -25.7% | +53.0% | +28.3% |
| 1Y | +33.2% | -39.5% | +72.7% | +35.0% |
| 3Y | +64.5% | +0.9% | +63.6% | +58.3% |
| All | +81.6% | -16.2% | +97.8% | +71.1% |
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 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