+461.7%
KGC vs OTIS
-17.1%
+478.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | +10.5% | -4.3% | +14.8% | +12.3% |
| 3M | +19.8% | -2.2% | +22.0% | +20.6% |
| 6M | -6.7% | -19.9% | +13.2% | +0.9% |
| YTD | +7.8% | -19.3% | +27.1% | +15.7% |
| 1Y | +35.7% | -19.6% | +55.2% | +45.3% |
| 3Y | +553.7% | -11.5% | +565.2% | +551.8% |
| 5Y | +461.7% | -16.8% | +478.5% | +434.3% |
| All | +461.7% | -17.1% | +478.8% | +434.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling