+0.5%
OWL vs KMX
-26.1%
+26.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.1% |
| 7D | -11.9% | -3.4% | -8.5% | -11.1% |
| 30D | -13.7% | +4.0% | -17.7% | -14.6% |
| 3M | +12.3% | +24.8% | -12.5% | +5.3% |
| 6M | +15.0% | +43.6% | -28.6% | +1.9% |
| YTD | -25.7% | +56.6% | -82.4% | -36.3% |
| 1Y | -39.5% | +2.2% | -41.7% | -41.5% |
| All | +0.5% | -26.1% | +26.6% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling