-42.1%
KWEB vs OWL
-15.1%
-26.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.2% |
| 7D | -5.6% | -10.1% | +4.6% | -2.2% |
| 30D | -10.7% | -11.9% | +1.3% | -7.2% |
| 3M | -7.4% | +10.7% | -18.1% | -11.5% |
| 6M | -19.3% | +22.1% | -41.4% | -26.4% |
| YTD | -27.8% | -24.8% | -2.9% | -22.0% |
| 1Y | -35.9% | -39.2% | +3.3% | -25.9% |
| 3Y | -1.9% | +1.7% | -3.7% | -19.3% |
| All | -42.1% | -15.1% | -26.9% | -50.9% |
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