+8.7%
PTC vs KIM
+34.4%
-25.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +1.6% | +0.5% | +1.1% | +0.8% |
| 6M | -13.5% | +3.6% | -17.1% | -15.5% |
| YTD | -19.1% | +20.4% | -39.5% | -26.4% |
| 1Y | -33.9% | +9.7% | -43.6% | -37.3% |
| 3Y | -3.9% | +46.0% | -49.9% | -22.6% |
| All | +8.7% | +34.4% | -25.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling