+110.0%
KORU vs PDD
-24.9%
+134.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.3% |
| 7D | -35.0% | +5.6% | -40.6% | -37.1% |
| 30D | -65.5% | +5.8% | -71.3% | -66.7% |
| 3M | -58.9% | -8.6% | -50.3% | -57.9% |
| 6M | -83.5% | -18.8% | -64.7% | -82.2% |
| YTD | -23.9% | -26.8% | +2.9% | -12.1% |
| 1Y | -12.4% | -39.3% | +26.8% | +9.5% |
| All | +110.0% | -24.9% | +134.9% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling