+69.6%
OTIS vs KMX
+27.6%
+42.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | -4.3% | +2.6% | -6.9% | -4.7% |
| 3M | -2.2% | +25.6% | -27.8% | -5.9% |
| 6M | -19.9% | +41.9% | -61.8% | -24.8% |
| YTD | -19.3% | +56.0% | -75.4% | -25.8% |
| 1Y | -19.6% | -1.8% | -17.8% | -20.9% |
| 3Y | -11.5% | -25.7% | +14.2% | -10.6% |
| 5Y | -16.8% | -54.7% | +38.0% | -12.3% |
| All | +69.6% | +27.6% | +42.0% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling