+22.5%
KORU vs OWL
-28.0%
+50.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -7.9% |
| 7D | -24.3% | +10.1% | -34.4% | -31.3% |
| 30D | -54.2% | +18.7% | -72.9% | -61.7% |
| 3M | -45.4% | -6.2% | -39.3% | -43.0% |
| 6M | -66.5% | +9.8% | -76.2% | -68.2% |
| YTD | +14.9% | -24.2% | +39.1% | +32.7% |
| 1Y | +22.5% | -26.6% | +49.1% | +43.8% |
| All | +22.5% | -28.0% | +50.6% | +43.8% |
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