-0.4%
OTIS vs KIM
+65.0%
-65.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | +14.0% | +13.4% | +0.6% | +8.6% |
| 3M | +4.9% | +6.5% | -1.6% | +2.3% |
| 6M | +5.4% | +10.6% | -5.2% | +1.2% |
| YTD | -10.2% | +29.9% | -40.1% | -18.6% |
| 1Y | -13.4% | +29.6% | -42.9% | -21.4% |
| All | -0.4% | +65.0% | -65.4% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling