-57.9%
KORU vs PDD
+199.6%
-257.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.9% | -5.7% |
| 7D | -34.5% | -1.0% | -33.6% | -34.8% |
| 30D | -59.6% | -2.4% | -57.2% | -59.6% |
| 3M | -56.1% | -14.6% | -41.4% | -54.1% |
| 6M | -84.7% | -19.6% | -65.1% | -83.8% |
| YTD | -20.6% | -30.0% | +9.4% | -10.0% |
| 1Y | -13.9% | -42.5% | +28.6% | +5.3% |
| 3Y | +114.9% | -27.2% | +142.0% | +127.6% |
| 5Y | -36.0% | -8.2% | -27.8% | -45.3% |
| All | -57.9% | +199.6% | -257.5% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling