+104.1%
KR vs OWL
+27.7%
+76.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.4% |
| 7D | -3.1% | -6.4% | +3.3% | -3.1% |
| 30D | +0.6% | -5.0% | +5.6% | +0.6% |
| 3M | -9.8% | +15.4% | -25.2% | -9.5% |
| 6M | -22.1% | +15.5% | -37.6% | -21.9% |
| YTD | -8.1% | -22.7% | +14.6% | -8.1% |
| 1Y | -14.7% | -34.1% | +19.4% | -14.8% |
| 3Y | +28.6% | +5.1% | +23.5% | +27.4% |
| 5Y | +36.4% | -11.5% | +47.8% | +33.1% |
| All | +104.1% | +27.7% | +76.3% | +106.4% |
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