+10.4%
PTC vs KIM
+31.8%
-21.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.6% |
| 7D | +0.8% | +2.8% | -2.0% | +1.3% |
| 30D | +0.7% | +16.3% | -15.6% | +3.8% |
| 3M | +32.6% | +6.6% | +26.0% | +35.6% |
| 6M | +33.6% | +12.3% | +21.3% | +35.5% |
| YTD | +12.4% | +31.6% | -19.1% | +9.2% |
| All | +10.4% | +31.8% | -21.4% | +6.5% |
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