-57.8%
DOCS vs KRMN
+52.0%
-109.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +42.1% | -44.2% | -5.4% |
| 7D | -0.8% | +14.2% | -14.9% | -2.1% |
| 30D | +17.4% | +45.3% | -27.9% | +12.4% |
| 3M | +57.4% | -17.3% | +74.6% | +60.5% |
| 6M | +26.5% | -27.8% | +54.4% | +30.3% |
| YTD | -26.6% | -37.7% | +11.1% | -26.6% |
| 1Y | -48.1% | -39.2% | -8.9% | -48.0% |
| All | -57.8% | +52.0% | -109.8% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling