+93.6%
KO vs OWL
+27.7%
+65.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | -0.8% | -6.4% | +5.6% | -0.7% |
| 30D | +0.8% | -5.0% | +5.8% | +0.9% |
| 3M | +8.3% | +15.4% | -7.1% | +8.1% |
| 6M | +14.0% | +15.5% | -1.4% | +13.7% |
| YTD | +26.9% | -22.7% | +49.6% | +27.8% |
| 1Y | +32.7% | -34.1% | +66.7% | +34.2% |
| 3Y | +63.9% | +5.1% | +58.9% | +58.9% |
| 5Y | +81.7% | -11.5% | +93.2% | +74.1% |
| All | +93.6% | +27.7% | +65.8% | +76.4% |
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