+30.9%
OWL vs KTOS
+94.5%
-63.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.4% |
| 7D | -10.1% | -2.4% | -7.8% | -9.6% |
| 30D | -11.9% | -26.8% | +14.9% | -5.3% |
| 3M | +10.7% | -20.6% | +31.3% | +16.1% |
| 6M | +22.1% | -47.5% | +69.6% | +39.0% |
| YTD | -24.8% | -38.5% | +13.7% | -19.7% |
| 1Y | -39.2% | -31.0% | -8.2% | -38.0% |
| 3Y | +1.7% | +216.5% | -214.8% | -33.6% |
| 5Y | -15.5% | +105.7% | -121.2% | -43.6% |
| All | +30.9% | +94.5% | -63.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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