+52.0%
KR vs OWL
-15.1%
+67.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -0.2% | -10.1% | +10.0% | -0.2% |
| 30D | +5.1% | -11.9% | +17.0% | +5.0% |
| 3M | -8.2% | +10.7% | -18.9% | -8.0% |
| 6M | -18.0% | +22.1% | -40.1% | -17.8% |
| YTD | -4.8% | -24.8% | +20.0% | -4.7% |
| 1Y | -11.0% | -39.2% | +28.2% | -10.9% |
| 3Y | +37.7% | +1.7% | +35.9% | +34.9% |
| All | +52.0% | -15.1% | +67.2% | +41.8% |
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 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