-0.4%
KMB vs OTIS
+91.8%
-92.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.8% |
| 7D | -8.6% | -2.2% | -6.4% | -8.1% |
| 30D | -7.5% | -4.3% | -3.2% | -6.4% |
| 3M | -0.6% | -2.2% | +1.5% | 0.0% |
| 6M | -1.5% | -19.9% | +18.4% | +4.2% |
| YTD | +1.6% | -19.3% | +20.9% | +7.2% |
| 1Y | -20.8% | -19.6% | -1.2% | -16.3% |
| 3Y | -12.4% | -11.5% | -0.9% | -10.0% |
| 5Y | -12.9% | -16.8% | +3.8% | -10.8% |
| All | -0.4% | +91.8% | -92.3% | -14.1% |
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 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