+316.4%
KMI vs OTIS
+93.9%
+222.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +3.7% | -4.7% | +8.4% | +5.3% |
| 3M | +3.2% | +1.2% | +1.9% | +2.4% |
| 6M | -3.0% | -20.5% | +17.5% | +4.4% |
| YTD | +19.7% | -18.4% | +38.1% | +27.3% |
| 1Y | +25.6% | -18.1% | +43.7% | +33.2% |
| 3Y | +120.2% | -10.6% | +130.8% | +121.3% |
| 5Y | +160.5% | -16.1% | +176.6% | +163.8% |
| All | +316.4% | +93.9% | +222.5% | +216.7% |
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 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