-34.1%
OWL vs KEY
+18.3%
-52.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -6.4% | -0.3% | -6.1% | -6.1% |
| 30D | -5.0% | -3.3% | -1.7% | -2.7% |
| 3M | +15.4% | -0.7% | +16.1% | +15.5% |
| 6M | +15.5% | +12.5% | +3.0% | +3.8% |
| YTD | -22.7% | +8.4% | -31.1% | -28.9% |
| 1Y | -34.1% | +18.4% | -52.5% | -44.3% |
| All | -34.1% | +18.3% | -52.3% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling