+91.2%
KDP vs PDD
+198.2%
-106.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.8% |
| 7D | +4.0% | -3.8% | +7.8% | +4.1% |
| 30D | +16.8% | -2.4% | +19.2% | +16.9% |
| 3M | +32.0% | -12.7% | +44.7% | +32.4% |
| 6M | +35.2% | -20.0% | +55.2% | +35.7% |
| YTD | +40.9% | -30.3% | +71.2% | +41.9% |
| 1Y | +47.7% | -42.4% | +90.0% | +49.3% |
| 3Y | +34.8% | -27.5% | +62.3% | +34.7% |
| 5Y | +22.6% | -14.9% | +37.6% | +20.7% |
| All | +91.2% | +198.2% | -106.9% | +82.8% |
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