+63.9%
KO vs PTC
-7.5%
+71.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.4% |
| 7D | +0.4% | -12.8% | +13.2% | +0.6% |
| 30D | +1.5% | -9.8% | +11.3% | +1.7% |
| 3M | +11.8% | -2.1% | +13.9% | +11.5% |
| 6M | +16.2% | -18.1% | +34.3% | +15.6% |
| YTD | +28.1% | -23.5% | +51.6% | +27.5% |
| 1Y | +34.8% | -37.4% | +72.1% | +34.3% |
| All | +63.9% | -7.5% | +71.4% | +48.7% |
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