+37.7%
KR vs OTIS
-12.3%
+49.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.2% |
| 30D | +5.1% | -6.0% | +11.1% | +5.9% |
| 3M | -8.2% | -0.9% | -7.3% | -8.0% |
| 6M | -18.0% | -17.3% | -0.7% | -16.2% |
| YTD | -4.8% | -19.6% | +14.8% | -2.6% |
| 1Y | -11.0% | -21.0% | +10.0% | -8.8% |
| 3Y | +37.7% | -12.1% | +49.7% | +43.0% |
| All | +37.7% | -12.3% | +49.9% | +43.0% |
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 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