-3.5%
PTC vs KIM
+46.3%
-49.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.0% |
| 7D | -10.3% | +0.4% | -10.7% | -10.4% |
| 30D | +1.1% | -4.0% | +5.1% | +2.2% |
| 3M | +1.6% | +0.5% | +1.1% | +1.0% |
| 6M | -13.5% | +3.6% | -17.1% | -15.0% |
| YTD | -19.1% | +20.4% | -39.5% | -24.7% |
| 1Y | -33.9% | +9.7% | -43.6% | -36.5% |
| All | -3.5% | +46.3% | -49.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling