-27.3%
KORU vs DOC
+21.1%
-48.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.8% | +9.5% | +9.8% |
| 7D | -25.8% | +5.9% | -31.7% | -29.3% |
| 30D | -56.9% | +10.3% | -67.2% | -61.3% |
| 3M | -55.7% | -2.2% | -53.5% | -55.7% |
| 6M | -83.7% | +8.2% | -91.9% | -85.8% |
| YTD | -15.3% | +35.4% | -50.6% | -40.0% |
| 1Y | +3.4% | +23.6% | -20.3% | -20.9% |
| 3Y | +133.8% | +57.3% | +76.5% | +38.4% |
| 5Y | -35.4% | -19.6% | -15.8% | -25.6% |
| 10Y | -27.3% | +20.8% | -48.1% | -38.3% |
| All | -27.3% | +21.1% | -48.4% | -38.3% |
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