+17.0%
KDP vs PTC
+55.9%
-39.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.7% |
| 6M | +30.1% | +42.6% | -12.5% | +24.5% |
| YTD | +34.9% | +12.0% | +23.0% | +32.3% |
| 1Y | +43.4% | +12.2% | +31.2% | +40.6% |
| 3Y | +29.1% | +31.2% | -2.1% | +21.5% |
| All | +17.0% | +55.9% | -39.0% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling