+222.0%
KGC vs OTIS
-0.9%
+222.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -6.7% | -1.3% | -5.4% | -6.2% |
| 30D | -6.7% | +12.8% | -19.4% | -10.9% |
| 3M | -22.6% | +7.4% | -30.0% | -24.7% |
| 6M | -33.4% | +7.7% | -41.1% | -35.5% |
| YTD | -26.0% | -9.3% | -16.7% | -23.9% |
| 1Y | -18.3% | -12.1% | -6.2% | -15.0% |
| 3Y | +315.8% | +0.6% | +315.2% | +292.0% |
| All | +222.0% | -0.9% | +222.9% | +186.7% |
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 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