+771.4%
KGC vs OTIS
+97.1%
+674.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | +20.3% | -2.0% | +22.3% | +20.9% |
| 3M | +8.1% | +2.6% | +5.5% | +7.3% |
| 6M | -8.8% | -20.9% | +12.2% | -3.9% |
| YTD | +10.1% | -17.1% | +27.2% | +14.5% |
| 1Y | +44.2% | -15.9% | +60.1% | +49.2% |
| 3Y | +533.0% | -12.7% | +545.8% | +544.5% |
| 5Y | +443.0% | -15.7% | +458.7% | +437.7% |
| All | +771.4% | +97.1% | +674.3% | +847.4% |
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