-39.2%
OWL vs KEEL
+89.9%
-129.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.8% |
| 7D | -10.1% | +2.9% | -13.0% | -10.5% |
| 30D | -11.9% | +0.8% | -12.8% | -12.6% |
| 3M | +10.7% | -35.3% | +46.1% | +14.9% |
| 6M | +22.1% | +59.4% | -37.2% | +8.4% |
| YTD | -24.8% | +51.9% | -76.7% | -33.8% |
| 1Y | -39.2% | +75.0% | -114.2% | -44.3% |
| All | -39.2% | +89.9% | -129.1% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling