-26.6%
OWL vs KMX
+35.0%
-61.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.4% |
| 7D | +10.1% | +2.1% | +8.0% | +9.7% |
| 30D | +18.7% | +0.5% | +18.2% | +18.5% |
| 3M | -6.2% | -4.1% | -2.1% | -5.6% |
| 6M | +9.8% | +49.5% | -39.7% | +3.4% |
| YTD | -24.2% | +42.7% | -66.9% | -30.2% |
| 1Y | -26.6% | +35.3% | -61.9% | -32.3% |
| All | -26.6% | +35.0% | -61.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling