+83.4%
KO vs DOCS
-73.4%
+156.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.8% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | +1.4% | +21.8% | -20.4% | +1.2% |
| 3M | +15.4% | +27.3% | -11.9% | +15.1% |
| 6M | +14.3% | -0.3% | +14.6% | +14.2% |
| YTD | +27.7% | -40.5% | +68.2% | +28.1% |
| 1Y | +32.7% | -61.5% | +94.2% | +33.8% |
| 3Y | +62.2% | +8.2% | +54.0% | +58.2% |
| All | +83.4% | -73.4% | +156.8% | +78.3% |
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 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