+207.9%
PDD vs KGC
+843.2%
-635.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | -9.6% | +20.3% | -29.9% | -12.7% |
| 3M | -4.3% | +8.1% | -12.4% | -6.2% |
| 6M | -18.8% | -8.8% | -10.0% | -18.2% |
| YTD | -27.5% | +10.1% | -37.6% | -29.8% |
| 1Y | -33.6% | +44.2% | -77.8% | -39.3% |
| 3Y | -20.4% | +533.0% | -553.4% | -47.2% |
| 5Y | -19.6% | +443.0% | -462.6% | -46.8% |
| All | +207.9% | +843.2% | -635.3% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling