+53.5%
KHC vs OTIS
+97.1%
-43.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | -0.7% | -1.0% | -1.6% |
| 30D | -1.9% | -2.0% | +0.1% | -1.4% |
| 3M | +14.4% | +2.6% | +11.8% | +13.5% |
| 6M | +8.7% | -20.9% | +29.6% | +15.6% |
| YTD | +7.8% | -17.1% | +24.9% | +12.9% |
| 1Y | -1.5% | -15.9% | +14.4% | +2.6% |
| 3Y | -9.9% | -12.7% | +2.9% | -7.8% |
| 5Y | -10.7% | -15.7% | +5.0% | -8.6% |
| All | +53.5% | +97.1% | -43.7% | +19.9% |
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