-53.8%
KORU vs DOCN
+88.7%
-142.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.0% | +3.3% | +6.9% |
| 7D | -25.8% | -12.8% | -13.0% | -17.1% |
| 30D | -56.9% | -41.9% | -15.0% | -39.4% |
| 3M | -55.7% | -36.9% | -18.8% | -40.2% |
| 6M | -83.7% | -52.2% | -31.4% | -72.8% |
| YTD | -15.3% | +62.7% | -78.0% | -18.0% |
| 1Y | +3.4% | +58.2% | -54.9% | +1.8% |
| 3Y | +133.8% | +219.5% | -85.7% | +64.5% |
| 5Y | -35.4% | -32.9% | -2.5% | -41.5% |
| All | -53.8% | +88.7% | -142.5% | -62.7% |
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