+7.6%
KDP vs PTC
-3.9%
+11.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | -0.5% |
| 7D | +1.3% | -10.3% | +11.5% | +2.0% |
| 30D | +6.0% | +1.1% | +4.8% | +5.9% |
| 3M | +9.2% | +1.6% | +7.6% | +8.6% |
| 6M | +14.7% | -13.5% | +28.2% | +15.0% |
| YTD | +19.2% | -19.1% | +38.2% | +20.1% |
| 1Y | +15.2% | -33.9% | +49.0% | +17.7% |
| All | +7.6% | -3.9% | +11.5% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling