+191.4%
PDD vs KNX
+137.6%
+53.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -5.4% | -5.6% | +0.2% | -3.7% |
| 30D | -12.6% | -4.4% | -8.2% | -11.6% |
| 3M | -4.3% | -17.3% | +13.0% | +0.7% |
| 6M | -24.4% | +22.6% | -47.0% | -30.3% |
| YTD | -31.4% | +31.1% | -62.5% | -38.5% |
| 1Y | -38.1% | +60.2% | -98.3% | -48.5% |
| 3Y | -20.1% | +35.8% | -55.9% | -32.2% |
| 5Y | -25.0% | +38.9% | -63.9% | -37.1% |
| All | +191.4% | +137.6% | +53.8% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling