+69.1%
OTIS vs KNX
+118.6%
-49.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -3.0% | -5.6% | +2.6% | -1.6% |
| 30D | -6.0% | -4.4% | -1.6% | -5.1% |
| 3M | -0.9% | -17.3% | +16.5% | +3.4% |
| 6M | -17.3% | +22.6% | -40.0% | -22.6% |
| YTD | -19.6% | +31.1% | -50.7% | -26.3% |
| 1Y | -21.0% | +60.2% | -81.2% | -32.0% |
| 3Y | -12.1% | +35.8% | -47.8% | -22.8% |
| 5Y | -17.1% | +38.9% | -56.0% | -29.1% |
| All | +69.1% | +118.6% | -49.5% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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