+197.4%
PDD vs KGC
+557.9%
-360.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.4% |
| 7D | -1.0% | +8.0% | -9.0% | -2.4% |
| 30D | -2.4% | -9.3% | +6.9% | -1.0% |
| 3M | -14.6% | -21.3% | +6.7% | -11.6% |
| 6M | -19.6% | -31.5% | +11.9% | -15.2% |
| YTD | -30.0% | -23.2% | -6.7% | -28.2% |
| 1Y | -42.5% | -15.0% | -27.5% | -42.2% |
| 3Y | -27.2% | +328.7% | -355.9% | -48.4% |
| 5Y | -8.2% | +262.9% | -271.1% | -35.3% |
| All | +197.4% | +557.9% | -360.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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