+190.4%
PDD vs KMX
-30.3%
+220.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.4% |
| 7D | -7.6% | 0.0% | -7.6% | -7.7% |
| 30D | -5.4% | +3.5% | -8.9% | -6.3% |
| 3M | -12.9% | -10.4% | -2.5% | -11.3% |
| 6M | -19.0% | +37.6% | -56.6% | -25.9% |
| YTD | -31.6% | +36.1% | -67.7% | -38.1% |
| 1Y | -43.0% | +52.8% | -95.8% | -50.1% |
| 3Y | -28.9% | -17.0% | -11.9% | -31.3% |
| 5Y | -18.4% | -64.7% | +46.3% | -2.7% |
| All | +190.4% | -30.3% | +220.7% | +207.1% |
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