+71.1%
KRE vs OWL
+24.2%
+46.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -1.8% | -10.1% | +8.3% | +1.6% |
| 30D | -4.5% | -11.9% | +7.4% | -0.8% |
| 3M | +2.7% | +10.7% | -8.0% | -1.6% |
| 6M | +16.9% | +22.1% | -5.3% | +6.9% |
| YTD | +15.4% | -24.8% | +40.2% | +24.3% |
| 1Y | +16.1% | -39.2% | +55.3% | +34.2% |
| 3Y | +85.7% | +1.7% | +84.0% | +78.2% |
| 5Y | +33.3% | -15.5% | +48.8% | +25.3% |
| All | +71.1% | +24.2% | +46.9% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling