+1,422.1%
KLAC vs OTIS
+91.3%
+1,330.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.1% |
| 30D | -13.2% | -6.0% | -7.1% | -10.4% |
| 3M | -25.0% | -0.9% | -24.1% | -25.3% |
| 6M | +23.6% | -17.3% | +40.9% | +35.7% |
| YTD | +49.2% | -19.6% | +68.8% | +65.7% |
| 1Y | +89.3% | -21.0% | +110.3% | +112.0% |
| 3Y | +274.4% | -12.1% | +286.4% | +284.6% |
| 5Y | +440.9% | -17.1% | +458.0% | +456.4% |
| All | +1,422.1% | +91.3% | +1,330.8% | +1,198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling