+39.1%
OWL vs KEY
+76.9%
-37.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.8% | -3.6% |
| 7D | -3.9% | +2.7% | -6.7% | -5.2% |
| 30D | -3.7% | -3.2% | -0.4% | -2.1% |
| 3M | +21.4% | +1.0% | +20.4% | +20.7% |
| 6M | +18.3% | +11.9% | +6.5% | +11.6% |
| YTD | -20.1% | +8.7% | -28.8% | -23.6% |
| 1Y | -32.8% | +18.5% | -51.2% | -38.3% |
| 3Y | +8.6% | +124.0% | -115.4% | -24.9% |
| 5Y | -4.5% | +40.8% | -45.3% | -17.9% |
| All | +39.1% | +76.9% | -37.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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