-33.9%
PTC vs KIM
+9.1%
-43.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -6.0% |
| 7D | -10.3% | -0.8% | -9.5% | -10.2% |
| 30D | +1.1% | -5.1% | +6.2% | +1.3% |
| 3M | +1.6% | -0.6% | +2.2% | +0.7% |
| 6M | -13.5% | +2.4% | -15.9% | -15.0% |
| YTD | -19.1% | +19.0% | -38.1% | -25.0% |
| 1Y | -33.9% | +8.4% | -42.3% | -37.0% |
| All | -33.9% | +9.1% | -43.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling