+1,117.5%
KDP vs PTC
+685.6%
+431.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +0.3% |
| 7D | +1.3% | -10.3% | +11.5% | +3.4% |
| 30D | +6.0% | +1.1% | +4.8% | +5.6% |
| 3M | +9.2% | +1.6% | +7.6% | +8.3% |
| 6M | +14.7% | -13.5% | +28.2% | +17.0% |
| YTD | +19.2% | -19.1% | +38.2% | +22.9% |
| 1Y | +15.2% | -33.9% | +49.0% | +23.5% |
| 3Y | +6.0% | -3.9% | +9.9% | +3.4% |
| 5Y | +5.4% | +6.0% | -0.6% | -1.2% |
| 10Y | +171.9% | +223.7% | -51.9% | +82.6% |
| All | +1,117.5% | +685.6% | +431.9% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling