+23.6%
OWL vs KEY
+73.2%
-49.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +0.8% | +1.8% | -0.9% | 0.0% |
| 30D | +7.3% | +7.1% | +0.2% | +3.9% |
| 3M | -16.8% | -5.9% | -10.9% | -14.2% |
| 6M | +4.0% | +2.2% | +1.8% | +2.9% |
| YTD | -29.0% | +6.4% | -35.4% | -31.2% |
| 1Y | -29.7% | +24.8% | -54.4% | -37.0% |
| 3Y | -13.5% | +125.2% | -138.7% | -39.9% |
| 5Y | -21.5% | +13.0% | -34.4% | -30.1% |
| All | +23.6% | +73.2% | -49.6% | +6.5% |
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