+301.8%
KMI vs OTIS
+91.3%
+210.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -1.7% | -3.0% | +1.2% | -0.7% |
| 30D | -2.7% | -6.0% | +3.3% | -0.8% |
| 3M | -0.7% | -0.9% | +0.2% | -0.7% |
| 6M | -5.0% | -17.3% | +12.4% | +0.9% |
| YTD | +15.5% | -19.6% | +35.0% | +23.4% |
| 1Y | +16.4% | -21.0% | +37.5% | +25.1% |
| 3Y | +114.2% | -12.1% | +126.2% | +116.5% |
| 5Y | +153.3% | -17.1% | +170.3% | +157.4% |
| All | +301.8% | +91.3% | +210.6% | +207.0% |
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