+91.5%
KR vs OTIS
+87.9%
+3.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -2.7% | -5.0% | +2.4% | -1.9% |
| 30D | +1.9% | -6.5% | +8.4% | +2.9% |
| 3M | -11.0% | -2.0% | -9.1% | -10.8% |
| 6M | -20.2% | -20.2% | 0.0% | -17.8% |
| YTD | -7.3% | -21.0% | +13.7% | -4.5% |
| 1Y | -13.1% | -20.9% | +7.7% | -10.5% |
| 3Y | +29.7% | -13.3% | +43.1% | +31.1% |
| 5Y | +48.8% | -18.5% | +67.3% | +48.7% |
| All | +91.5% | +87.9% | +3.6% | +81.0% |
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 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