+57.6%
KDP vs OTIS
+97.1%
-39.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +6.0% | -2.0% | +8.0% | +6.4% |
| 3M | +9.2% | +2.6% | +6.6% | +8.6% |
| 6M | +14.7% | -20.9% | +35.6% | +20.0% |
| YTD | +19.2% | -17.1% | +36.3% | +23.4% |
| 1Y | +15.2% | -15.9% | +31.1% | +18.8% |
| 3Y | +6.0% | -12.7% | +18.7% | +7.9% |
| 5Y | +5.4% | -15.7% | +21.2% | +5.8% |
| All | +57.6% | +97.1% | -39.5% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling