+45.2%
KRE vs PDD
+213.3%
-168.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +0.3% | +5.6% | -5.4% | -0.1% |
| 30D | +4.8% | +5.8% | -1.0% | +4.4% |
| 3M | -5.1% | -8.6% | +3.5% | -4.6% |
| 6M | +3.3% | -18.8% | +22.1% | +4.4% |
| YTD | +13.3% | -26.8% | +40.1% | +15.2% |
| 1Y | +22.9% | -39.3% | +62.2% | +26.3% |
| 3Y | +82.1% | -22.5% | +104.6% | +81.6% |
| 5Y | +11.0% | -0.8% | +11.8% | +4.8% |
| All | +45.2% | +213.3% | -168.1% | +21.3% |
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