+211.2%
PDD vs KEEL
+280.1%
-68.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -0.4% |
| 7D | -4.6% | +2.7% | -7.3% | -4.9% |
| 30D | -14.0% | +4.6% | -18.5% | -14.6% |
| 3M | -4.9% | -34.5% | +29.6% | -2.8% |
| 6M | -25.8% | +59.3% | -85.0% | -30.6% |
| YTD | -31.4% | +46.4% | -77.7% | -35.9% |
| 1Y | -37.6% | +96.6% | -134.1% | -44.4% |
| 3Y | -18.4% | +182.0% | -200.3% | -34.5% |
| 5Y | -25.0% | -38.2% | +13.3% | -37.3% |
| All | +211.2% | +280.1% | -68.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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