+195.8%
PDD vs KMI
+184.8%
+10.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | -4.9% | +6.5% | -11.4% | -6.3% |
| 30D | -3.0% | -3.4% | +0.4% | -2.5% |
| 3M | -6.2% | +0.4% | -6.6% | -6.6% |
| 6M | -20.7% | -0.9% | -19.8% | -21.0% |
| YTD | -30.4% | +20.5% | -50.8% | -34.2% |
| 1Y | -41.3% | +23.2% | -64.5% | -44.8% |
| 3Y | -27.7% | +121.6% | -149.3% | -43.4% |
| 5Y | -16.9% | +149.1% | -166.0% | -36.3% |
| All | +195.8% | +184.8% | +10.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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