-8.6%
KMB vs OTIS
-10.9%
+2.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | -5.0% | -4.7% | -0.3% | -3.4% |
| 3M | +6.6% | +1.2% | +5.3% | +6.2% |
| 6M | +1.0% | -20.5% | +21.5% | +8.2% |
| YTD | +6.0% | -18.4% | +24.4% | +12.4% |
| 1Y | -16.6% | -18.1% | +1.5% | -11.5% |
| 3Y | -8.6% | -10.6% | +1.9% | -4.7% |
| All | -8.6% | -10.9% | +2.2% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling