-25.0%
PDD vs KNX
+41.5%
-66.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.6% | -0.5% | -4.2% | -4.5% |
| 30D | -14.0% | +1.0% | -15.0% | -14.5% |
| 3M | -4.9% | -12.6% | +7.8% | -1.4% |
| 6M | -25.8% | +21.1% | -46.9% | -31.8% |
| YTD | -31.4% | +33.2% | -64.5% | -39.5% |
| 1Y | -37.6% | +67.8% | -105.3% | -50.2% |
| 3Y | -18.4% | +37.3% | -55.7% | -32.7% |
| 5Y | -25.0% | +41.1% | -66.0% | -36.7% |
| All | -25.0% | +41.5% | -66.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling