+1,441.2%
KLAC vs OTIS
+91.8%
+1,349.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.6% |
| 7D | +6.2% | -2.2% | +8.3% | +7.4% |
| 30D | -5.0% | -4.3% | -0.7% | -2.9% |
| 3M | -14.4% | -2.2% | -12.2% | -14.2% |
| 6M | +28.3% | -19.9% | +48.2% | +43.3% |
| YTD | +51.1% | -19.3% | +70.4% | +67.5% |
| 1Y | +100.4% | -19.6% | +119.9% | +122.0% |
| 3Y | +276.3% | -11.5% | +287.9% | +285.2% |
| 5Y | +452.1% | -16.8% | +468.8% | +466.7% |
| All | +1,441.2% | +91.8% | +1,349.4% | +1,212.9% |
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