+33.1%
KRE vs OTIS
-19.0%
+52.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.6% |
| 7D | -1.4% | -5.0% | +3.6% | +1.4% |
| 30D | -3.9% | -6.5% | +2.6% | -0.4% |
| 3M | +3.6% | -2.0% | +5.6% | +4.3% |
| 6M | +15.4% | -20.2% | +35.6% | +30.1% |
| YTD | +15.2% | -21.0% | +36.2% | +30.2% |
| 1Y | +16.5% | -20.9% | +37.3% | +31.2% |
| 3Y | +85.2% | -13.3% | +98.5% | +87.5% |
| 5Y | +33.1% | -18.5% | +51.6% | +34.5% |
| All | +33.1% | -19.0% | +52.1% | +34.5% |
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