+84.1%
KR vs PTC
+60.7%
+23.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +4.6% | +0.5% | +4.1% | +4.6% |
| 30D | +12.2% | +1.2% | +11.0% | +12.2% |
| 3M | +24.6% | +27.4% | -2.8% | +23.2% |
| 6M | +8.2% | +39.2% | -31.0% | +6.2% |
| YTD | +15.3% | +12.5% | +2.8% | +13.8% |
| 1Y | +9.8% | +12.3% | -2.5% | +8.4% |
| 3Y | +71.4% | +28.8% | +42.5% | +67.4% |
| All | +84.1% | +60.7% | +23.4% | +74.7% |
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 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