+52.0%
KR vs OTIS
-17.8%
+69.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.4% |
| 30D | +5.1% | -6.0% | +11.1% | +6.2% |
| 3M | -8.2% | -0.9% | -7.3% | -8.0% |
| 6M | -18.0% | -17.3% | -0.7% | -15.3% |
| YTD | -4.8% | -19.6% | +14.8% | -1.4% |
| 1Y | -11.0% | -21.0% | +10.0% | -7.6% |
| 3Y | +37.7% | -12.1% | +49.7% | +38.1% |
| All | +52.0% | -17.8% | +69.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling