+83.1%
KDP vs PDD
+213.3%
-130.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +2.2% | +5.6% | -3.4% | +2.1% |
| 30D | +19.9% | +5.8% | +14.2% | +19.8% |
| 3M | +21.5% | -8.6% | +30.1% | +21.7% |
| 6M | +30.1% | -18.8% | +49.0% | +30.6% |
| YTD | +34.9% | -26.8% | +61.7% | +35.7% |
| 1Y | +43.4% | -39.3% | +82.7% | +44.8% |
| 3Y | +29.1% | -22.5% | +51.6% | +28.8% |
| 5Y | +15.0% | -0.8% | +15.7% | +12.7% |
| All | +83.1% | +213.3% | -130.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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