-16.1%
OTIS vs KEY
+39.4%
-55.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | -4.7% | -3.2% | -1.5% | -4.1% |
| 3M | +1.2% | +1.0% | +0.3% | +1.0% |
| 6M | -20.5% | +11.9% | -32.4% | -22.4% |
| YTD | -18.4% | +8.7% | -27.1% | -20.0% |
| 1Y | -18.1% | +18.5% | -36.6% | -21.2% |
| 3Y | -10.6% | +124.0% | -134.5% | -27.1% |
| 5Y | -16.1% | +40.8% | -56.9% | -26.1% |
| All | -16.1% | +39.4% | -55.5% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling