+105.2%
KO vs DOCS
-21.0%
+126.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | 0.0% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | +11.5% | +17.4% | -5.9% | +11.3% |
| 3M | +10.8% | +57.4% | -46.5% | +10.4% |
| 6M | +22.3% | +26.5% | -4.3% | +21.9% |
| YTD | +39.5% | -26.6% | +66.1% | +39.7% |
| 1Y | +42.2% | -48.1% | +90.3% | +42.9% |
| 3Y | +83.1% | +52.6% | +30.4% | +78.5% |
| 5Y | +94.8% | -52.1% | +146.9% | +90.5% |
| All | +105.2% | -21.0% | +126.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling