+39.1%
OWL vs KMX
-36.2%
+75.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.1% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | -3.7% | +4.1% | -7.8% | -5.0% |
| 3M | +21.4% | +27.5% | -6.1% | +11.3% |
| 6M | +18.3% | +43.6% | -25.2% | +2.3% |
| YTD | -20.1% | +56.8% | -76.9% | -33.5% |
| 1Y | -32.8% | -1.3% | -31.5% | -35.4% |
| 3Y | +8.6% | -25.4% | +33.9% | +13.2% |
| 5Y | -4.5% | -53.9% | +49.4% | +4.4% |
| All | +39.1% | -36.2% | +75.3% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling