+29.3%
OWL vs KIM
+99.5%
-70.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.3% |
| 7D | -11.9% | -1.5% | -10.4% | -11.2% |
| 30D | -13.7% | -1.7% | -12.0% | -12.9% |
| 3M | +12.3% | -7.1% | +19.4% | +16.4% |
| 6M | +15.0% | +2.9% | +12.1% | +12.2% |
| YTD | -25.7% | +18.8% | -44.6% | -33.7% |
| 1Y | -39.5% | +9.4% | -48.9% | -43.2% |
| 3Y | +0.9% | +44.6% | -43.7% | -20.3% |
| 5Y | -16.5% | +37.9% | -54.5% | -29.0% |
| All | +29.3% | +99.5% | -70.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KIM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling