+34.6%
OWL vs KIM
+101.9%
-67.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | -6.4% | -1.0% | -5.4% | -5.9% |
| 30D | -5.0% | -1.1% | -3.9% | -4.5% |
| 3M | +15.4% | -5.3% | +20.7% | +18.4% |
| 6M | +15.5% | +3.9% | +11.6% | +12.0% |
| YTD | -22.7% | +20.3% | -42.9% | -31.4% |
| 1Y | -34.1% | +10.4% | -44.5% | -38.4% |
| 3Y | +5.1% | +46.3% | -41.2% | -17.6% |
| 5Y | -11.5% | +37.6% | -49.0% | -25.2% |
| All | +34.6% | +101.9% | -67.3% | +11.4% |
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