+86.4%
KDP vs OTIS
+114.5%
-28.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +4.0% | -2.9% | +6.8% | +4.6% |
| 30D | +16.8% | +16.1% | +0.7% | +13.1% |
| 3M | +32.0% | +6.7% | +25.3% | +30.1% |
| 6M | +35.2% | +6.0% | +29.1% | +33.3% |
| YTD | +40.9% | -9.8% | +50.7% | +43.2% |
| 1Y | +47.7% | -12.3% | +60.0% | +50.9% |
| 3Y | +34.8% | -0.2% | +35.0% | +33.5% |
| 5Y | +22.6% | +1.0% | +21.7% | +19.5% |
| All | +86.4% | +114.5% | -28.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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