+1.7%
OWL vs KNX
+34.6%
-32.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.8% |
| 7D | -10.1% | -5.6% | -4.5% | -8.3% |
| 30D | -11.9% | -4.4% | -7.5% | -10.6% |
| 3M | +10.7% | -17.3% | +28.1% | +17.9% |
| 6M | +22.1% | +22.6% | -0.5% | +10.4% |
| YTD | -24.8% | +31.1% | -56.0% | -34.6% |
| 1Y | -39.2% | +60.2% | -99.4% | -52.1% |
| 3Y | +1.7% | +35.8% | -34.0% | -13.7% |
| All | +1.7% | +34.6% | -32.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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