-44.7%
KORU vs DOC
+14.9%
-59.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -0.2% | -37.1% | -37.2% |
| 7D | -48.7% | +6.2% | -54.9% | -51.4% |
| 30D | -68.9% | +6.5% | -75.4% | -71.2% |
| 3M | -64.6% | -6.2% | -58.4% | -63.3% |
| 6M | -82.2% | +25.6% | -107.7% | -86.7% |
| YTD | -28.1% | +32.1% | -60.1% | -48.1% |
| 1Y | -25.1% | +20.3% | -45.4% | -41.4% |
| 3Y | +98.5% | +42.7% | +55.8% | +28.1% |
| 5Y | -45.8% | -22.2% | -23.6% | -35.9% |
| All | -44.7% | +14.9% | -59.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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