+201.5%
PDD vs KMB
+41.5%
+160.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -3.1% |
| 7D | -1.4% | +3.4% | -4.8% | -1.5% |
| 30D | -1.0% | +14.7% | -15.7% | -1.2% |
| 3M | -12.3% | +3.3% | -15.5% | -12.4% |
| 6M | -18.5% | +16.8% | -35.3% | -18.6% |
| YTD | -29.0% | +15.2% | -44.2% | -29.1% |
| 1Y | -40.7% | +13.3% | -54.0% | -40.8% |
| 3Y | -25.7% | +5.4% | -31.1% | -25.7% |
| 5Y | -3.3% | +2.7% | -6.0% | -4.0% |
| All | +201.5% | +41.5% | +160.0% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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