+197.4%
PDD vs KMB
+40.0%
+157.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.4% |
| 7D | -1.0% | +6.0% | -7.0% | -1.0% |
| 30D | -2.4% | +13.5% | -15.9% | -2.5% |
| 3M | -14.6% | +3.8% | -18.4% | -14.7% |
| 6M | -19.6% | +15.6% | -35.2% | -19.7% |
| YTD | -30.0% | +14.0% | -44.0% | -30.1% |
| 1Y | -42.5% | +12.9% | -55.5% | -42.6% |
| 3Y | -27.2% | +3.7% | -30.9% | -27.2% |
| 5Y | -8.2% | -0.1% | -8.2% | -8.8% |
| All | +197.4% | +40.0% | +157.4% | +205.6% |
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