+0.1%
OWL vs KEY
+40.7%
-40.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -2.2% | +2.2% | -4.4% | -3.4% |
| 30D | +3.7% | -3.0% | +6.7% | +5.3% |
| 3M | +17.5% | +3.3% | +14.2% | +15.3% |
| 6M | +18.5% | +9.2% | +9.3% | +12.6% |
| YTD | -16.3% | +10.6% | -27.0% | -21.1% |
| 1Y | -29.7% | +20.4% | -50.1% | -36.6% |
| 3Y | +14.2% | +121.8% | -107.7% | -24.3% |
| All | +0.1% | +40.7% | -40.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling