+74.2%
OTIS vs KIM
+229.6%
-155.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -2.0% | -4.0% | +2.0% | -0.9% |
| 3M | +2.6% | +0.5% | +2.0% | +2.3% |
| 6M | -20.9% | +3.6% | -24.5% | -21.7% |
| YTD | -17.1% | +20.4% | -37.5% | -21.3% |
| 1Y | -15.9% | +9.7% | -25.6% | -18.2% |
| 3Y | -12.7% | +46.0% | -58.7% | -22.1% |
| 5Y | -15.7% | +34.4% | -50.2% | -23.5% |
| All | +74.2% | +229.6% | -155.4% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling