+16.6%
KMB vs OTIS
+5.0%
+11.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | +0.1% | -2.9% | +2.9% | +1.9% |
| 30D | +10.2% | +16.1% | -5.9% | +1.4% |
| 3M | +1.5% | +6.7% | -5.3% | -2.2% |
| 6M | +16.6% | +6.0% | +10.6% | +13.6% |
| All | +16.6% | +5.0% | +11.6% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling