-38.1%
PDD vs KNX
+67.9%
-106.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -4.6% | -0.5% | -4.2% | -4.6% |
| 30D | -14.0% | +1.0% | -15.0% | -14.1% |
| 3M | -4.9% | -12.6% | +7.8% | -3.9% |
| 6M | -25.8% | +21.1% | -46.9% | -28.1% |
| YTD | -31.4% | +33.2% | -64.5% | -34.4% |
| All | -38.1% | +67.9% | -106.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling