+105.9%
KO vs DOCS
-20.2%
+126.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +9.1% | +7.8% | +1.3% | +9.0% |
| 3M | +11.0% | +20.0% | -9.0% | +10.8% |
| 6M | +24.0% | +26.5% | -2.5% | +23.6% |
| YTD | +40.0% | -25.8% | +65.8% | +40.2% |
| 1Y | +39.7% | -39.5% | +79.2% | +40.2% |
| 3Y | +84.8% | +60.3% | +24.4% | +79.9% |
| 5Y | +96.8% | -57.0% | +153.8% | +92.5% |
| All | +105.9% | -20.2% | +126.1% | +101.3% |
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