-16.9%
OWL vs KEYS
+87.1%
-104.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | -0.8% |
| 7D | -10.1% | +3.5% | -13.6% | -11.7% |
| 30D | -11.9% | -4.5% | -7.5% | -10.2% |
| 3M | +10.7% | -0.4% | +11.1% | +9.0% |
| 6M | +22.1% | +19.1% | +3.0% | +7.1% |
| YTD | -24.8% | +66.7% | -91.5% | -47.8% |
| 1Y | -39.2% | +96.5% | -135.7% | -62.4% |
| 3Y | +1.7% | +155.2% | -153.4% | -48.5% |
| All | -16.9% | +87.1% | -104.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling