-4.7%
OWL vs KVYO
-52.7%
+47.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.7% |
| 7D | -11.2% | -6.5% | -4.7% | -9.9% |
| 30D | -14.6% | -5.9% | -8.8% | -13.7% |
| 3M | +9.8% | +22.4% | -12.6% | +3.3% |
| 6M | +24.3% | -9.0% | +33.3% | +21.8% |
| YTD | -25.7% | -46.4% | +20.7% | -17.9% |
| 1Y | -39.9% | -44.2% | +4.3% | -34.9% |
| All | -4.7% | -52.7% | +47.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 10y: compounded portfolio wealth divided by compounded KVYO 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…
10y analysis · Full analysis span regression · 6 months rolling