-56.9%
DOCS vs KRMN
+49.0%
-105.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.3% |
| 7D | -4.2% | +30.8% | -35.0% | -6.7% |
| 30D | +8.6% | +40.2% | -31.5% | +4.3% |
| 3M | +27.2% | -27.8% | +55.1% | +32.1% |
| 6M | +26.5% | -24.0% | +50.5% | +29.1% |
| YTD | -25.0% | -38.9% | +13.9% | -24.9% |
| 1Y | -37.0% | -35.6% | -1.4% | -38.2% |
| All | -56.9% | +49.0% | -105.8% | -68.6% |
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