+170.7%
KRE vs OTIS
+93.9%
+76.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.4% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | -2.5% | -4.7% | +2.2% | +0.1% |
| 3M | +6.2% | +1.2% | +5.0% | +5.0% |
| 6M | +15.8% | -20.5% | +36.3% | +31.2% |
| YTD | +16.0% | -18.4% | +34.4% | +29.1% |
| 1Y | +16.2% | -18.1% | +34.3% | +28.6% |
| 3Y | +86.4% | -10.6% | +97.0% | +89.5% |
| 5Y | +33.0% | -16.1% | +49.0% | +38.8% |
| All | +170.7% | +93.9% | +76.8% | +88.2% |
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