-12.4%
DOCU vs KRMN
+52.0%
-64.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +42.1% | -43.8% | -4.0% |
| 7D | -5.5% | +14.2% | -19.7% | -6.4% |
| 30D | +12.6% | +45.3% | -32.7% | +9.3% |
| 3M | +36.4% | -17.3% | +53.7% | +38.5% |
| 6M | +66.8% | -27.8% | +94.6% | +70.6% |
| YTD | +13.5% | -37.7% | +51.1% | +13.2% |
| 1Y | +11.3% | -39.2% | +50.5% | +10.9% |
| All | -12.4% | +52.0% | -64.5% | -40.6% |
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 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