-32.4%
PDD vs KRMN
+33.3%
-65.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -4.1% | -12.3% | +8.2% | -3.1% |
| 30D | -9.6% | -27.5% | +17.9% | -7.4% |
| 3M | -4.3% | -26.5% | +22.2% | -2.3% |
| 6M | -18.8% | -59.6% | +40.8% | -13.4% |
| YTD | -27.5% | -45.4% | +17.9% | -25.3% |
| 1Y | -33.6% | -25.1% | -8.5% | -33.7% |
| All | -32.4% | +33.3% | -65.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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