-5.0%
DOV vs KRMN
+17.6%
-22.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | -2.0% | -11.8% | +9.8% | -0.7% |
| 30D | -8.9% | -43.0% | +34.1% | -3.4% |
| 3M | -13.3% | -28.8% | +15.6% | -10.7% |
| 6M | -9.7% | -66.3% | +56.7% | +1.3% |
| YTD | -2.5% | -51.8% | +49.3% | +1.6% |
| 1Y | +7.2% | -44.7% | +51.9% | +8.0% |
| All | -5.0% | +17.6% | -22.6% | -23.8% |
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