+4,304.6%
KR vs PTC
+6,346.6%
-2,042.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +0.6% |
| 7D | +1.5% | -10.3% | +11.8% | +2.4% |
| 30D | +4.1% | +1.1% | +2.9% | +3.9% |
| 3M | -5.2% | +1.6% | -6.8% | -5.5% |
| 6M | -12.8% | -13.5% | +0.7% | -12.0% |
| YTD | -4.6% | -19.1% | +14.4% | -3.3% |
| 1Y | -11.7% | -33.9% | +22.2% | -9.1% |
| 3Y | +36.3% | -3.9% | +40.2% | +35.1% |
| 5Y | +40.0% | +6.0% | +33.9% | +36.6% |
| 10Y | +122.2% | +223.7% | -101.5% | +91.1% |
| All | +4,304.6% | +6,346.6% | -2,042.0% | +1,192.9% |
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