-18.5%
OTIS vs KMX
-54.8%
+36.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -5.0% | -3.4% | -1.6% | -4.5% |
| 30D | -6.5% | +4.0% | -10.5% | -7.1% |
| 3M | -2.0% | +24.8% | -26.7% | -6.0% |
| 6M | -20.2% | +43.6% | -63.8% | -25.8% |
| YTD | -21.0% | +56.6% | -77.6% | -28.0% |
| 1Y | -20.9% | +2.2% | -23.1% | -22.7% |
| 3Y | -13.3% | -25.4% | +12.1% | -12.1% |
| 5Y | -18.5% | -55.0% | +36.5% | -9.8% |
| All | -18.5% | -54.8% | +36.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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