+203.4%
PTC vs KIM
+29.1%
+174.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | -12.8% | -0.3% | -12.5% | -12.7% |
| 30D | -9.8% | -1.7% | -8.1% | -9.4% |
| 3M | -2.1% | -0.8% | -1.2% | -2.1% |
| 6M | -18.1% | +4.4% | -22.5% | -19.5% |
| YTD | -23.5% | +21.2% | -44.8% | -28.2% |
| 1Y | -37.4% | +10.5% | -47.9% | -39.6% |
| 3Y | -7.2% | +47.5% | -54.7% | -18.7% |
| 5Y | +2.7% | +37.1% | -34.4% | -8.2% |
| 10Y | +203.4% | +29.5% | +173.9% | +143.1% |
| All | +203.4% | +29.1% | +174.3% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling