-39.4%
OWL vs KVYO
-44.6%
+5.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.5% |
| 7D | -11.2% | -6.5% | -4.7% | -10.0% |
| 30D | -14.6% | -5.9% | -8.8% | -13.8% |
| 3M | +9.8% | +22.4% | -12.6% | +4.2% |
| 6M | +24.3% | -9.0% | +33.3% | +21.3% |
| YTD | -25.7% | -46.4% | +20.7% | -20.8% |
| All | -39.4% | -44.6% | +5.1% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling