-11.5%
OWL vs KGC
+454.1%
-465.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -5.0% | +10.5% | -15.5% | -7.0% |
| 3M | +15.4% | +19.8% | -4.4% | +10.9% |
| 6M | +15.5% | -6.7% | +22.2% | +15.5% |
| YTD | -22.7% | +7.8% | -30.4% | -25.6% |
| 1Y | -34.1% | +35.7% | -69.7% | -40.2% |
| 3Y | +5.1% | +553.7% | -548.6% | -38.0% |
| 5Y | -11.5% | +461.7% | -473.2% | -48.1% |
| All | -11.5% | +454.1% | -465.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling