+26.2%
KLAC vs OTIS
-9.8%
+36.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -3.1% |
| 7D | -5.7% | +9.5% | -15.2% | -3.5% |
| 30D | -27.6% | +21.1% | -48.7% | -24.9% |
| 3M | -23.3% | +9.0% | -32.3% | -20.8% |
| 6M | -12.4% | +6.4% | -18.8% | -9.1% |
| YTD | +23.7% | -7.1% | +30.9% | +31.0% |
| 1Y | +26.2% | -10.1% | +36.3% | +31.1% |
| All | +26.2% | -9.8% | +36.0% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling