-56.7%
KORU vs DOCN
+91.6%
-148.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.8% | -7.1% |
| 7D | -34.5% | -12.1% | -22.4% | -27.2% |
| 30D | -59.6% | -41.0% | -18.6% | -43.7% |
| 3M | -56.1% | -38.7% | -17.4% | -39.8% |
| 6M | -84.7% | -51.5% | -33.2% | -74.7% |
| YTD | -20.6% | +65.3% | -85.8% | -23.8% |
| 1Y | -13.9% | +53.9% | -67.8% | -14.6% |
| 3Y | +114.9% | +215.6% | -100.7% | +51.3% |
| 5Y | -36.0% | -26.2% | -9.8% | -43.3% |
| All | -56.7% | +91.6% | -148.3% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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