+198.7%
PDD vs KMX
-19.8%
+218.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.1% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -13.1% | +4.1% | -17.2% | -13.9% |
| 3M | -3.5% | +27.5% | -31.0% | -9.2% |
| 6M | -21.8% | +43.6% | -65.4% | -29.2% |
| YTD | -29.7% | +56.8% | -86.4% | -38.0% |
| 1Y | -36.2% | -1.3% | -34.9% | -38.0% |
| 3Y | -16.4% | -25.4% | +9.0% | -15.6% |
| 5Y | -23.8% | -53.9% | +30.1% | -14.3% |
| All | +198.7% | -19.8% | +218.5% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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