+45.7%
OWL vs KGC
+378.5%
-332.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -2.2% | -1.3% | -1.0% | -2.0% |
| 30D | +3.7% | +20.3% | -16.6% | -0.1% |
| 3M | +17.5% | +8.1% | +9.4% | +15.2% |
| 6M | +18.5% | -8.8% | +27.3% | +19.1% |
| YTD | -16.3% | +10.1% | -26.4% | -19.6% |
| 1Y | -29.7% | +44.2% | -73.9% | -36.7% |
| 3Y | +14.2% | +533.0% | -518.9% | -28.8% |
| 5Y | +2.5% | +443.0% | -440.5% | -37.5% |
| All | +45.7% | +378.5% | -332.9% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling