+99.1%
KO vs DOCS
-53.5%
+152.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | +1.8% | -4.2% | +6.0% | +1.9% |
| 30D | +8.7% | +8.6% | 0.0% | +8.6% |
| 3M | +13.5% | +27.2% | -13.7% | +13.2% |
| 6M | +25.6% | +26.5% | -0.9% | +25.2% |
| YTD | +42.3% | -25.0% | +67.3% | +42.5% |
| 1Y | +39.9% | -37.0% | +76.9% | +40.4% |
| 3Y | +87.5% | +39.4% | +48.1% | +82.1% |
| 5Y | +99.1% | -56.7% | +155.7% | +90.6% |
| All | +99.1% | -53.5% | +152.6% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling