+45.7%
OWL vs KEY
+80.1%
-34.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -2.2% | +2.2% | -4.4% | -3.3% |
| 30D | +3.7% | -3.0% | +6.7% | +5.2% |
| 3M | +17.5% | +3.3% | +14.2% | +15.5% |
| 6M | +18.5% | +9.2% | +9.3% | +13.1% |
| YTD | -16.3% | +10.6% | -27.0% | -20.7% |
| 1Y | -29.7% | +20.4% | -50.1% | -36.0% |
| 3Y | +14.2% | +121.8% | -107.7% | -20.9% |
| 5Y | +2.5% | +41.1% | -38.6% | -12.6% |
| All | +45.7% | +80.1% | -34.4% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling