+133.4%
KR vs PTC
+205.0%
-71.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | -0.2% | -7.3% | +7.1% | 0.0% |
| 30D | +5.1% | -11.6% | +16.7% | +5.4% |
| 3M | -8.2% | +10.5% | -18.6% | -8.4% |
| 6M | -18.0% | -17.8% | -0.2% | -17.8% |
| YTD | -4.8% | -24.9% | +20.2% | -4.4% |
| 1Y | -11.0% | -36.8% | +25.8% | -10.4% |
| 3Y | +37.7% | -8.7% | +46.4% | +37.3% |
| 5Y | +52.8% | +4.1% | +48.7% | +51.7% |
| All | +133.4% | +205.0% | -71.6% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling