+197.4%
PDD vs KIM
+123.4%
+74.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.0% | +2.8% | -3.7% | -1.3% |
| 30D | -2.4% | +15.9% | -18.3% | -4.1% |
| 3M | -14.6% | +7.8% | -22.4% | -15.4% |
| 6M | -19.6% | +11.9% | -31.5% | -20.8% |
| YTD | -30.0% | +31.0% | -61.0% | -32.4% |
| 1Y | -42.5% | +32.3% | -74.9% | -44.6% |
| 3Y | -27.2% | +65.5% | -92.7% | -32.4% |
| 5Y | -8.2% | +37.2% | -45.4% | -13.0% |
| All | +197.4% | +123.4% | +74.0% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling