+72.1%
KRE vs OWL
+32.0%
+40.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.2% |
| 7D | +2.3% | -3.9% | +6.3% | +3.6% |
| 30D | -2.5% | -3.7% | +1.2% | -1.6% |
| 3M | +6.2% | +21.4% | -15.2% | -1.3% |
| 6M | +15.8% | +18.3% | -2.5% | +7.3% |
| YTD | +16.0% | -20.1% | +36.1% | +22.6% |
| 1Y | +16.2% | -32.8% | +49.0% | +29.8% |
| 3Y | +86.4% | +8.6% | +77.9% | +75.2% |
| 5Y | +33.0% | -4.5% | +37.4% | +22.3% |
| All | +72.1% | +32.0% | +40.1% | +55.3% |
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