+23.6%
OWL vs KIM
+118.9%
-95.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +13.4% | +14.1% | -0.7% | +5.6% |
| 3M | -21.2% | +6.0% | -27.2% | -23.7% |
| 6M | +4.0% | +13.2% | -9.2% | -3.5% |
| YTD | -29.0% | +30.4% | -59.4% | -39.7% |
| 1Y | -28.4% | +31.0% | -59.5% | -39.4% |
| 3Y | -14.5% | +67.6% | -82.2% | -37.6% |
| 5Y | -21.5% | +35.8% | -57.2% | -36.0% |
| All | +23.6% | +118.9% | -95.3% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling