+66.1%
OTIS vs KIM
+225.3%
-159.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | -1.5% | -3.5% | -4.6% |
| 30D | -6.5% | -1.7% | -4.8% | -6.0% |
| 3M | -2.0% | -7.1% | +5.2% | 0.0% |
| 6M | -20.2% | +2.9% | -23.0% | -20.8% |
| YTD | -21.0% | +18.8% | -39.8% | -24.7% |
| 1Y | -20.9% | +9.4% | -30.3% | -22.9% |
| 3Y | -13.3% | +44.6% | -57.9% | -22.4% |
| 5Y | -18.5% | +37.9% | -56.5% | -26.3% |
| All | +66.1% | +225.3% | -159.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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