+239.3%
KDP vs PTC
+326.2%
-86.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +16.3% | +0.7% | +15.6% | +16.2% |
| 3M | +24.0% | +32.6% | -8.6% | +18.5% |
| 6M | +30.0% | +33.6% | -3.6% | +23.7% |
| YTD | +36.1% | +12.4% | +23.6% | +32.3% |
| 1Y | +46.8% | +11.2% | +35.6% | +43.0% |
| 3Y | +30.5% | +31.7% | -1.2% | +21.8% |
| 5Y | +17.9% | +60.1% | -42.2% | +5.2% |
| 10Y | +239.3% | +317.2% | -77.9% | +150.8% |
| All | +239.3% | +326.2% | -86.9% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling