-14.9%
PDD vs KMX
-22.2%
+7.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -4.1% | +1.9% | -6.0% | -4.2% |
| 30D | -9.6% | +11.7% | -21.3% | -10.2% |
| 3M | -4.3% | +34.9% | -39.2% | -6.3% |
| 6M | -18.8% | +50.3% | -69.0% | -21.5% |
| YTD | -27.5% | +63.8% | -91.3% | -30.5% |
| 1Y | -33.6% | +3.8% | -37.5% | -33.5% |
| All | -14.9% | -22.2% | +7.3% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling