-23.7%
PDD vs KMB
-8.4%
-15.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | -4.1% | -3.0% | -1.0% | -4.1% |
| 30D | -9.6% | -5.5% | -4.1% | -9.6% |
| 3M | -4.3% | +14.0% | -18.3% | -4.1% |
| 6M | -18.8% | +4.1% | -22.8% | -18.9% |
| YTD | -27.5% | +8.0% | -35.5% | -27.4% |
| 1Y | -33.6% | -13.7% | -19.9% | -34.0% |
| 3Y | -20.4% | -5.9% | -14.5% | -20.0% |
| All | -23.7% | -8.4% | -15.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling