-28.2%
OWL vs KEY
+11.7%
-39.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -4.9% | -1.3% | -3.7% | -4.1% |
| 30D | +7.8% | +5.1% | +2.6% | +5.1% |
| 3M | -12.7% | -7.1% | -5.6% | -9.0% |
| 6M | -2.8% | -4.4% | +1.6% | -0.5% |
| YTD | -30.1% | +4.0% | -34.1% | -31.7% |
| 1Y | -29.1% | +23.4% | -52.5% | -36.8% |
| 3Y | -12.3% | +113.9% | -126.2% | -40.2% |
| All | -28.2% | +11.7% | -39.8% | -30.7% |
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