+69.6%
OTIS vs KEY
+272.7%
-203.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | -4.3% | -3.3% | -1.1% | -3.6% |
| 3M | -2.2% | -0.7% | -1.4% | -2.1% |
| 6M | -19.9% | +12.5% | -32.4% | -22.0% |
| YTD | -19.3% | +8.4% | -27.7% | -21.0% |
| 1Y | -19.6% | +18.4% | -38.0% | -22.9% |
| 3Y | -11.5% | +123.3% | -134.9% | -28.6% |
| 5Y | -16.8% | +38.8% | -55.6% | -26.7% |
| All | +69.6% | +272.7% | -203.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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