+30.9%
OWL vs KIM
+98.7%
-67.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | -10.1% | -1.7% | -8.4% | -9.2% |
| 30D | -11.9% | -3.0% | -9.0% | -10.5% |
| 3M | +10.7% | -8.9% | +19.6% | +16.1% |
| 6M | +22.1% | +2.4% | +19.7% | +19.5% |
| YTD | -24.8% | +18.3% | -43.1% | -32.7% |
| 1Y | -39.2% | +8.2% | -47.4% | -42.5% |
| 3Y | +1.7% | +44.0% | -42.3% | -19.5% |
| 5Y | -15.5% | +37.3% | -52.8% | -28.0% |
| All | +30.9% | +98.7% | -67.8% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling