+29.4%
OWL vs KEY
+73.2%
-43.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +10.0% | +6.9% | +3.2% | +6.7% |
| 3M | -8.7% | -5.0% | -3.6% | -6.2% |
| 6M | +3.1% | +0.7% | +2.4% | +2.8% |
| YTD | -25.6% | +6.5% | -32.1% | -28.0% |
| 1Y | -25.5% | +22.6% | -48.1% | -32.7% |
| 3Y | -9.4% | +125.3% | -134.8% | -37.1% |
| 5Y | -18.2% | +13.9% | -32.1% | -27.2% |
| All | +29.4% | +73.2% | -43.8% | +11.5% |
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