-10.5%
OWL vs KGC
+330.4%
-340.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | +1.5% |
| 7D | +1.1% | +8.0% | -6.9% | -0.1% |
| 30D | +10.0% | -9.3% | +19.3% | +11.2% |
| 3M | -8.7% | -21.3% | +12.7% | -5.9% |
| 6M | +3.1% | -31.5% | +34.6% | +7.6% |
| YTD | -25.6% | -23.2% | -2.4% | -24.2% |
| 1Y | -25.5% | -15.0% | -10.5% | -25.3% |
| All | -10.5% | +330.4% | -340.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 3y: compounded portfolio wealth divided by compounded KGC 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…
3y analysis · Full analysis span regression · 6 months rolling