+48.8%
KR vs PTC
+0.6%
+48.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.7% | -14.2% | +11.6% | -2.0% |
| 30D | +1.9% | -14.4% | +16.4% | +2.6% |
| 3M | -11.0% | -4.7% | -6.3% | -11.1% |
| 6M | -20.2% | -19.3% | -0.9% | -19.9% |
| YTD | -7.3% | -26.1% | +18.8% | -6.8% |
| 1Y | -13.1% | -37.1% | +23.9% | -12.3% |
| 3Y | +29.7% | -10.4% | +40.1% | +28.9% |
| 5Y | +48.8% | +2.5% | +46.3% | +43.9% |
| All | +48.8% | +0.6% | +48.1% | +43.9% |
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 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