+61.7%
KDP vs PDD
+210.2%
-148.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +1.3% | -4.1% | +5.3% | +1.4% |
| 30D | +6.0% | -9.6% | +15.6% | +6.2% |
| 3M | +9.2% | -4.3% | +13.5% | +9.2% |
| 6M | +14.7% | -18.8% | +33.5% | +15.1% |
| YTD | +19.2% | -27.5% | +46.7% | +19.9% |
| 1Y | +15.2% | -33.6% | +48.8% | +16.1% |
| 3Y | +6.0% | -20.4% | +26.4% | +5.7% |
| 5Y | +5.4% | -19.6% | +25.0% | +3.9% |
| All | +61.7% | +210.2% | -148.5% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling