+169.2%
KRE vs OTIS
+91.3%
+78.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.9% |
| 7D | -1.8% | -3.0% | +1.1% | -0.2% |
| 30D | -4.5% | -6.0% | +1.5% | -1.2% |
| 3M | +2.7% | -0.9% | +3.6% | +2.8% |
| 6M | +16.9% | -17.3% | +34.2% | +29.3% |
| YTD | +15.4% | -19.6% | +34.9% | +29.3% |
| 1Y | +16.1% | -21.0% | +37.1% | +31.3% |
| 3Y | +85.7% | -12.1% | +97.8% | +90.7% |
| 5Y | +33.3% | -17.1% | +50.3% | +40.0% |
| All | +169.2% | +91.3% | +78.0% | +88.6% |
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 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