-12.1%
OTIS vs KEEL
+197.5%
-209.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.7% |
| 7D | -3.0% | +2.9% | -5.8% | -3.0% |
| 30D | -6.0% | +0.8% | -6.9% | -6.1% |
| 3M | -0.9% | -35.3% | +34.5% | -0.2% |
| 6M | -17.3% | +59.4% | -76.7% | -19.3% |
| YTD | -19.6% | +51.9% | -71.5% | -21.5% |
| 1Y | -21.0% | +75.0% | -96.0% | -24.2% |
| 3Y | -12.1% | +224.5% | -236.6% | -18.2% |
| All | -12.1% | +197.5% | -209.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling