-22.8%
DOCU vs KRMN
+33.3%
-56.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.8% |
| 7D | +6.9% | -12.3% | +19.2% | +8.0% |
| 30D | +19.0% | -27.5% | +46.5% | +22.2% |
| 3M | +34.3% | -26.5% | +60.8% | +37.3% |
| 6M | +48.0% | -59.6% | +107.6% | +63.4% |
| YTD | 0.0% | -45.4% | +45.4% | +0.9% |
| 1Y | -10.3% | -25.1% | +14.8% | -18.4% |
| All | -22.8% | +33.3% | -56.1% | -47.0% |
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