+214.4%
PDD vs KMB
+39.6%
+174.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.2% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +7.1% | +14.1% | -7.1% | +6.9% |
| 3M | -7.7% | -0.5% | -7.2% | -7.8% |
| 6M | -13.2% | +16.6% | -29.8% | -13.3% |
| YTD | -26.0% | +13.7% | -39.7% | -26.1% |
| 1Y | -38.4% | +16.1% | -54.5% | -38.5% |
| 3Y | -21.1% | +4.7% | -25.8% | -21.1% |
| 5Y | +0.3% | +1.5% | -1.2% | -0.4% |
| All | +214.4% | +39.6% | +174.8% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling