+198.7%
PDD vs KGC
+821.2%
-622.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.6% |
| 7D | -4.1% | +2.4% | -6.6% | -4.6% |
| 30D | -13.1% | +9.2% | -22.3% | -14.6% |
| 3M | -3.5% | +16.7% | -20.2% | -6.7% |
| 6M | -21.8% | -7.0% | -14.8% | -21.5% |
| YTD | -29.7% | +7.5% | -37.2% | -31.6% |
| 1Y | -36.2% | +34.4% | -70.6% | -40.9% |
| 3Y | -16.4% | +552.0% | -568.3% | -44.9% |
| 5Y | -23.8% | +454.5% | -478.4% | -49.6% |
| All | +198.7% | +821.2% | -622.6% | +89.4% |
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