+66.1%
OTIS vs KEEL
+911.8%
-845.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.2% | -1.8% |
| 7D | -5.0% | +2.7% | -7.7% | -5.1% |
| 30D | -6.5% | +4.6% | -11.0% | -6.8% |
| 3M | -2.0% | -34.5% | +32.5% | -1.0% |
| 6M | -20.2% | +59.3% | -79.4% | -22.6% |
| YTD | -21.0% | +46.4% | -67.4% | -23.5% |
| 1Y | -20.9% | +96.6% | -117.4% | -25.2% |
| 3Y | -13.3% | +182.0% | -195.3% | -22.4% |
| 5Y | -18.5% | -38.2% | +19.7% | -26.1% |
| All | +66.1% | +911.8% | -845.6% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling