-42.5%
KORU vs DOC
-11.2%
-31.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -7.8% |
| 7D | -24.3% | +8.7% | -33.0% | -29.7% |
| 30D | -54.2% | +7.6% | -61.9% | -57.9% |
| 3M | -45.4% | -5.3% | -40.2% | -44.1% |
| 6M | -66.5% | +27.6% | -94.1% | -74.8% |
| YTD | +14.9% | +32.4% | -17.5% | -15.6% |
| 1Y | +22.5% | +22.9% | -0.3% | -4.5% |
| 3Y | +217.0% | +43.1% | +174.0% | +111.3% |
| 5Y | -13.7% | -21.4% | +7.7% | -0.1% |
| 10Y | -5.6% | +16.8% | -22.4% | -18.2% |
| All | -42.5% | -11.2% | -31.3% | -44.1% |
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 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