-41.5%
KORU vs DOC
+15.7%
-57.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.2% |
| 7D | -35.0% | +6.5% | -41.5% | -38.5% |
| 30D | -65.5% | +9.2% | -74.7% | -68.8% |
| 3M | -58.9% | -2.5% | -56.4% | -58.9% |
| 6M | -83.5% | +7.1% | -90.6% | -85.6% |
| YTD | -23.9% | +33.0% | -56.9% | -45.4% |
| 1Y | -12.4% | +23.3% | -35.7% | -33.1% |
| 3Y | +82.1% | +44.9% | +37.2% | +16.0% |
| 5Y | -42.6% | -21.6% | -21.0% | -32.6% |
| All | -41.5% | +15.7% | -57.2% | -49.5% |
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