-21.6%
OWL vs KMX
-64.6%
+43.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | +1.5% | +3.4% | -1.8% | +0.3% |
| 30D | +13.4% | +6.8% | +6.6% | +10.8% |
| 3M | -21.2% | -11.4% | -9.9% | -17.8% |
| 6M | +4.0% | +43.6% | -39.5% | -10.1% |
| YTD | -29.0% | +37.7% | -66.7% | -39.6% |
| 1Y | -28.4% | +53.0% | -81.4% | -41.9% |
| 3Y | -14.5% | -16.3% | +1.8% | -15.3% |
| All | -21.6% | -64.6% | +43.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling