-23.7%
PDD vs KMI
+152.8%
-176.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | -9.6% | +0.9% | -10.5% | -10.0% |
| 3M | -4.3% | 0.0% | -4.3% | -4.7% |
| 6M | -18.8% | -5.7% | -13.1% | -17.6% |
| YTD | -27.5% | +17.5% | -45.0% | -32.5% |
| 1Y | -33.6% | +22.3% | -55.9% | -39.3% |
| 3Y | -20.4% | +111.9% | -132.3% | -49.0% |
| All | -23.7% | +152.8% | -176.5% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling