+30.9%
OWL vs KEEL
+551.5%
-520.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.9% |
| 7D | -10.1% | +2.9% | -13.0% | -10.4% |
| 30D | -11.9% | +0.8% | -12.8% | -12.5% |
| 3M | +10.7% | -35.3% | +46.1% | +13.9% |
| 6M | +22.1% | +59.4% | -37.2% | +13.1% |
| YTD | -24.8% | +51.9% | -76.7% | -30.5% |
| 1Y | -39.2% | +75.0% | -114.2% | -45.6% |
| 3Y | +1.7% | +224.5% | -222.8% | -19.7% |
| 5Y | -15.5% | -35.9% | +20.4% | -33.2% |
| All | +30.9% | +551.5% | -520.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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