+207.9%
PDD vs KR
+144.3%
+63.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +1.5% | -5.6% | -3.9% |
| 30D | -9.6% | +4.1% | -13.7% | -9.1% |
| 3M | -4.3% | -5.2% | +0.9% | -4.9% |
| 6M | -18.8% | -12.8% | -6.0% | -20.0% |
| YTD | -27.5% | -4.6% | -22.9% | -27.7% |
| 1Y | -33.6% | -11.7% | -22.0% | -34.4% |
| 3Y | -20.4% | +36.3% | -56.7% | -16.1% |
| 5Y | -19.6% | +40.0% | -59.6% | -14.8% |
| All | +207.9% | +144.3% | +63.6% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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