-20.2%
OTIS vs KRMN
-67.6%
+47.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.9% |
| 7D | -5.0% | -15.1% | +10.1% | -4.3% |
| 30D | -6.5% | -44.5% | +38.0% | -3.9% |
| 3M | -2.0% | -25.0% | +23.1% | -1.2% |
| 6M | -20.2% | -66.5% | +46.4% | -13.4% |
| All | -20.2% | -67.6% | +47.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 6mo: compounded portfolio wealth divided by compounded KRMN 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…
6mo analysis · Full analysis span regression · 6 months rolling