-26.6%
OWL vs KEYS
+55.9%
-82.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.4% | +3.6% |
| 7D | +10.1% | -14.8% | +24.9% | +11.7% |
| 30D | +18.7% | -25.6% | +44.3% | +22.7% |
| 3M | -6.2% | -16.2% | +10.0% | -5.0% |
| 6M | +9.8% | -18.6% | +28.4% | +11.0% |
| YTD | -24.2% | +40.7% | -64.8% | -34.8% |
| 1Y | -26.6% | +59.6% | -86.2% | -39.2% |
| All | -26.6% | +55.9% | -82.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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