-50.0%
OWL vs KRMN
+17.6%
-67.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.3% | +0.7% |
| 7D | -10.1% | -11.8% | +1.6% | -8.0% |
| 30D | -11.9% | -43.0% | +31.1% | -2.0% |
| 3M | +10.7% | -28.8% | +39.6% | +16.9% |
| 6M | +22.1% | -66.3% | +88.5% | +48.7% |
| YTD | -24.8% | -51.8% | +27.0% | -19.3% |
| 1Y | -39.2% | -44.7% | +5.5% | -38.7% |
| All | -50.0% | +17.6% | -67.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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