+201.5%
PDD vs KGC
+598.2%
-396.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.8% | -3.5% |
| 7D | -1.4% | +11.1% | -12.6% | -3.3% |
| 30D | -1.0% | -3.7% | +2.7% | -0.6% |
| 3M | -12.3% | -17.2% | +4.9% | -9.9% |
| 6M | -18.5% | -27.3% | +8.8% | -14.9% |
| YTD | -29.0% | -18.5% | -10.5% | -27.9% |
| 1Y | -40.7% | -5.7% | -35.0% | -41.4% |
| 3Y | -25.7% | +336.5% | -362.2% | -47.5% |
| 5Y | -3.3% | +298.7% | -302.0% | -32.8% |
| All | +201.5% | +598.2% | -396.7% | +99.8% |
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