+6.8%
KDP vs PDD
-22.7%
+29.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +1.3% | -4.1% | +5.3% | +1.3% |
| 30D | +6.0% | -9.6% | +15.6% | +6.1% |
| 3M | +9.2% | -4.3% | +13.5% | +9.2% |
| 6M | +14.7% | -18.8% | +33.5% | +15.0% |
| YTD | +19.2% | -27.5% | +46.7% | +19.7% |
| 1Y | +15.2% | -33.6% | +48.8% | +15.8% |
| 3Y | +6.0% | -20.4% | +26.4% | +5.7% |
| All | +6.8% | -22.7% | +29.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling