+30.9%
OWL vs KEYS
+167.6%
-136.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | -0.7% |
| 7D | -10.1% | +3.5% | -13.6% | -11.7% |
| 30D | -11.9% | -4.5% | -7.5% | -10.3% |
| 3M | +10.7% | -0.4% | +11.1% | +9.1% |
| 6M | +22.1% | +19.1% | +3.0% | +7.5% |
| YTD | -24.8% | +66.7% | -91.5% | -47.1% |
| 1Y | -39.2% | +96.5% | -135.7% | -61.6% |
| 3Y | +1.7% | +155.2% | -153.4% | -46.6% |
| 5Y | -15.5% | +88.0% | -103.5% | -49.4% |
| All | +30.9% | +167.6% | -136.7% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling