+2,963.7%
PTC vs KIM
+3,315.9%
-352.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -0.2% | +4.1% | -4.3% | -1.7% |
| 30D | +0.8% | +16.8% | -16.0% | -4.7% |
| 3M | +32.1% | +5.7% | +26.4% | +29.2% |
| 6M | +42.6% | +9.7% | +32.9% | +37.1% |
| YTD | +12.0% | +30.2% | -18.3% | +1.0% |
| 1Y | +12.2% | +32.1% | -20.0% | +0.6% |
| 3Y | +31.2% | +58.6% | -27.4% | +8.9% |
| 5Y | +54.9% | +31.2% | +23.7% | +36.3% |
| 10Y | +343.1% | +66.7% | +276.5% | +218.8% |
| All | +2,963.7% | +3,315.9% | -352.2% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling