+211.0%
PDD vs KIM
+122.0%
+88.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | +4.1% | +1.5% | +5.1% |
| 30D | +5.8% | +16.8% | -11.0% | +3.8% |
| 3M | -8.6% | +5.7% | -14.3% | -9.2% |
| 6M | -18.8% | +9.7% | -28.5% | -19.9% |
| YTD | -26.8% | +30.2% | -57.0% | -29.2% |
| 1Y | -39.3% | +32.1% | -71.4% | -41.5% |
| 3Y | -22.5% | +58.6% | -81.1% | -27.6% |
| 5Y | -0.8% | +31.2% | -31.9% | -5.9% |
| All | +211.0% | +122.0% | +88.9% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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