-22.5%
PDD vs KMB
+2.8%
-25.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +5.6% | +0.5% | +5.2% | +5.6% |
| 30D | +5.8% | +12.4% | -6.6% | +5.1% |
| 3M | -8.6% | +1.0% | -9.6% | -8.8% |
| 6M | -18.8% | +12.1% | -31.0% | -19.4% |
| YTD | -26.8% | +11.6% | -38.4% | -27.3% |
| 1Y | -39.3% | +13.1% | -52.4% | -39.7% |
| 3Y | -22.5% | +1.6% | -24.1% | -22.3% |
| All | -22.5% | +2.8% | -25.3% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling