-13.6%
PDD vs KIM
+34.6%
-48.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.0% | +14.1% | -17.2% | -8.0% |
| 3M | -6.2% | +6.0% | -12.2% | -8.4% |
| 6M | -20.7% | +13.2% | -34.0% | -25.0% |
| YTD | -30.4% | +30.4% | -60.7% | -38.1% |
| 1Y | -41.3% | +31.0% | -72.3% | -48.0% |
| 3Y | -27.7% | +67.6% | -95.3% | -47.5% |
| All | -13.6% | +34.6% | -48.1% | -30.4% |
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