+29.1%
KDP vs PTC
+32.2%
-3.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +19.9% | +0.8% | +19.2% | +19.9% |
| 3M | +21.5% | +32.1% | -10.6% | +19.1% |
| 6M | +30.1% | +42.6% | -12.5% | +26.5% |
| YTD | +34.9% | +12.0% | +23.0% | +32.6% |
| 1Y | +43.4% | +12.2% | +31.2% | +40.8% |
| 3Y | +29.1% | +31.2% | -2.1% | +20.7% |
| All | +29.1% | +32.2% | -3.1% | +20.7% |
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