+29.3%
OWL vs KEYS
+157.3%
-128.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.2% |
| 7D | -11.9% | +0.9% | -12.8% | -12.3% |
| 30D | -13.7% | -5.3% | -8.5% | -11.8% |
| 3M | +12.3% | +0.5% | +11.7% | +9.9% |
| 6M | +15.0% | +14.0% | +1.0% | +3.6% |
| YTD | -25.7% | +60.3% | -86.0% | -46.7% |
| 1Y | -39.5% | +91.3% | -130.8% | -61.4% |
| 3Y | +0.9% | +146.1% | -145.2% | -46.1% |
| 5Y | -16.5% | +80.8% | -97.3% | -49.0% |
| All | +29.3% | +157.3% | -128.0% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling