-68.3%
DOCS vs KRMN
+32.3%
-100.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.2% |
| 7D | -7.3% | -3.4% | -3.9% | -6.9% |
| 30D | -10.9% | -31.8% | +21.0% | -6.7% |
| 3M | +20.3% | -20.0% | +40.3% | +22.8% |
| 6M | -3.6% | -60.5% | +56.9% | +8.6% |
| YTD | -44.9% | -45.8% | +0.9% | -43.8% |
| 1Y | -64.9% | -36.4% | -28.5% | -65.8% |
| All | -68.3% | +32.3% | -100.6% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling