-18.4%
PDD vs KIM
+33.6%
-52.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.6% |
| 7D | -7.6% | -0.7% | -7.0% | -7.4% |
| 30D | -5.4% | +13.4% | -18.8% | -10.0% |
| 3M | -12.9% | +6.5% | -19.5% | -15.1% |
| 6M | -19.0% | +10.6% | -29.6% | -22.7% |
| YTD | -31.6% | +29.9% | -61.5% | -39.1% |
| 1Y | -43.0% | +29.6% | -72.6% | -49.3% |
| 3Y | -28.9% | +64.1% | -92.9% | -47.6% |
| 5Y | -18.4% | +35.3% | -53.7% | -35.1% |
| All | -18.4% | +33.6% | -52.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling