-27.3%
PDD vs KGC
+330.4%
-357.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.7% |
| 7D | -1.0% | +8.0% | -9.0% | -1.9% |
| 30D | -2.4% | -9.3% | +6.9% | -1.5% |
| 3M | -14.6% | -21.3% | +6.7% | -12.7% |
| 6M | -19.6% | -31.5% | +11.9% | -16.6% |
| YTD | -30.0% | -23.2% | -6.7% | -28.3% |
| 1Y | -42.5% | -15.0% | -27.5% | -41.7% |
| All | -27.3% | +330.4% | -357.7% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling