-22.5%
PDD vs KGC
+317.1%
-339.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | +5.6% | +10.5% | -4.9% | +4.4% |
| 30D | +5.8% | -4.1% | +9.8% | +6.1% |
| 3M | -8.6% | -13.1% | +4.5% | -7.6% |
| 6M | -18.8% | -27.5% | +8.7% | -16.4% |
| YTD | -26.8% | -20.7% | -6.1% | -25.3% |
| 1Y | -39.3% | -6.1% | -33.2% | -38.9% |
| 3Y | -22.5% | +318.6% | -341.1% | -34.4% |
| All | -22.5% | +317.1% | -339.6% | -34.4% |
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 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