-23.7%
PDD vs KMX
-50.1%
+26.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -4.1% | +1.9% | -6.0% | -4.5% |
| 30D | -9.6% | +11.7% | -21.3% | -11.8% |
| 3M | -4.3% | +34.9% | -39.2% | -11.1% |
| 6M | -18.8% | +50.3% | -69.0% | -27.3% |
| YTD | -27.5% | +63.8% | -91.3% | -36.9% |
| 1Y | -33.6% | +3.8% | -37.5% | -35.7% |
| 3Y | -20.4% | -24.3% | +3.9% | -18.3% |
| All | -23.7% | -50.1% | +26.4% | -1.1% |
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 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