+195.8%
PDD vs KGC
+534.3%
-338.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -4.9% | -6.7% | +1.8% | -3.8% |
| 30D | -3.0% | -6.7% | +3.6% | -2.1% |
| 3M | -6.2% | -22.6% | +16.4% | -2.6% |
| 6M | -20.7% | -33.4% | +12.7% | -15.9% |
| YTD | -30.4% | -26.0% | -4.4% | -28.1% |
| 1Y | -41.3% | -18.3% | -23.0% | -40.5% |
| 3Y | -27.7% | +315.8% | -343.5% | -48.5% |
| 5Y | -16.9% | +225.7% | -242.6% | -40.6% |
| All | +195.8% | +534.3% | -338.6% | +99.3% |
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