-65.8%
DOCS vs KRMN
+33.3%
-99.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.6% |
| 7D | -1.4% | -12.3% | +10.8% | +0.1% |
| 30D | +21.8% | -27.5% | +49.3% | +26.6% |
| 3M | +27.3% | -26.5% | +53.8% | +31.4% |
| 6M | -0.3% | -59.6% | +59.2% | +11.9% |
| YTD | -40.5% | -45.4% | +4.9% | -39.4% |
| 1Y | -61.5% | -25.1% | -36.4% | -64.1% |
| All | -65.8% | +33.3% | -99.0% | -74.7% |
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