+29.3%
KORU vs DOC
-10.1%
+39.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.8% | +15.2% | +15.0% |
| 7D | +13.0% | -1.5% | +14.5% | +14.2% |
| 30D | +27.3% | -4.8% | +32.0% | +32.9% |
| 3M | -55.3% | +6.9% | -62.2% | -59.5% |
| 6M | +11.6% | +20.7% | -9.1% | -8.5% |
| YTD | +158.5% | +34.1% | +124.4% | +92.1% |
| 1Y | +482.2% | +22.6% | +459.5% | +364.0% |
| 3Y | +471.9% | +20.8% | +451.1% | +354.3% |
| 5Y | +41.1% | -24.9% | +66.0% | +73.3% |
| 10Y | +80.2% | -1.8% | +82.0% | +78.5% |
| All | +29.3% | -10.1% | +39.4% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling