+91.2%
OTIS vs KEY
+266.0%
-174.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +18.5% | +6.9% | +11.6% | +16.7% |
| 3M | +7.9% | -5.0% | +12.9% | +9.0% |
| 6M | +5.7% | +0.7% | +5.0% | +5.3% |
| YTD | -9.1% | +6.5% | -15.5% | -10.6% |
| 1Y | -11.6% | +22.6% | -34.2% | -15.8% |
| 3Y | +0.6% | +125.3% | -124.8% | -18.8% |
| 5Y | +1.8% | +13.9% | -12.1% | -5.9% |
| All | +91.2% | +266.0% | -174.8% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling