+266.4%
KDP vs PTC
+317.3%
-50.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | +0.5% | +3.5% | +3.9% |
| 30D | +16.8% | +0.9% | +15.9% | +16.7% |
| 3M | +32.0% | +30.4% | +1.7% | +26.5% |
| 6M | +35.2% | +34.4% | +0.7% | +28.5% |
| YTD | +40.9% | +12.6% | +28.3% | +37.0% |
| 1Y | +47.7% | +10.2% | +37.5% | +44.0% |
| 3Y | +34.8% | +29.4% | +5.4% | +26.2% |
| 5Y | +22.6% | +63.7% | -41.1% | +9.0% |
| 10Y | +266.4% | +316.9% | -50.4% | +171.2% |
| All | +266.4% | +317.3% | -50.9% | +171.2% |
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