-36.0%
KORU vs DOC
-20.0%
-16.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.5% |
| 7D | -34.5% | +4.3% | -38.9% | -36.5% |
| 30D | -59.6% | +9.2% | -68.8% | -62.9% |
| 3M | -56.1% | -0.8% | -55.2% | -56.4% |
| 6M | -84.7% | +7.1% | -91.8% | -86.5% |
| YTD | -20.6% | +34.0% | -54.6% | -43.0% |
| 1Y | -13.9% | +23.2% | -37.1% | -33.5% |
| 3Y | +114.9% | +53.6% | +61.2% | +25.4% |
| 5Y | -36.0% | -20.4% | -15.5% | -18.9% |
| All | -36.0% | -20.0% | -16.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling