-27.7%
PDD vs KEEL
+53.7%
-81.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | -3.0% | -27.1% | +24.0% | -1.4% |
| 3M | -6.2% | -43.8% | +37.6% | -3.2% |
| 6M | -20.7% | -55.2% | +34.5% | -18.1% |
| YTD | -30.4% | -20.9% | -9.5% | -33.0% |
| 1Y | -41.3% | -28.5% | -12.8% | -43.3% |
| 3Y | -27.7% | +66.1% | -93.8% | -45.8% |
| All | -27.7% | +53.7% | -81.4% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling