+5.9%
KMB vs OTIS
+97.1%
-91.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -5.5% | -2.0% | -3.5% | -5.0% |
| 3M | +14.0% | +2.6% | +11.4% | +13.2% |
| 6M | +4.1% | -20.9% | +25.0% | +10.4% |
| YTD | +8.0% | -17.1% | +25.2% | +13.1% |
| 1Y | -13.7% | -15.9% | +2.2% | -10.0% |
| 3Y | -5.9% | -12.7% | +6.8% | -3.2% |
| 5Y | -8.6% | -15.7% | +7.1% | -6.8% |
| All | +5.9% | +97.1% | -91.2% | -9.3% |
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