-50.7%
OWL vs KRMN
+14.6%
-65.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.5% |
| 7D | -11.9% | -15.1% | +3.2% | -9.1% |
| 30D | -13.7% | -44.5% | +30.8% | -3.5% |
| 3M | +12.3% | -25.0% | +37.3% | +17.2% |
| 6M | +15.0% | -66.5% | +81.6% | +40.0% |
| YTD | -25.7% | -53.0% | +27.3% | -19.8% |
| 1Y | -39.5% | -44.7% | +5.2% | -39.3% |
| All | -50.7% | +14.6% | -65.3% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling