-0.3%
PDD vs KMX
-66.8%
+66.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | +5.6% | -7.4% | +13.0% | +7.4% |
| 30D | +5.8% | -3.4% | +9.1% | +6.4% |
| 3M | -8.6% | -11.3% | +2.7% | -6.6% |
| 6M | -18.8% | +30.6% | -49.4% | -25.1% |
| YTD | -26.8% | +33.2% | -60.0% | -33.8% |
| 1Y | -39.3% | +66.7% | -106.0% | -48.7% |
| 3Y | -22.5% | -22.1% | -0.4% | -24.4% |
| All | -0.3% | -66.8% | +66.5% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling