-48.7%
KORU vs DOCN
+110.0%
-158.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +9.6% | +8.9% | +13.1% |
| 7D | -18.1% | +3.7% | -21.8% | -16.4% |
| 30D | -45.7% | -33.7% | -12.1% | -28.9% |
| 3M | -51.6% | -27.9% | -23.7% | -38.6% |
| 6M | -82.6% | -46.4% | -36.2% | -72.7% |
| YTD | -5.9% | +81.1% | -87.0% | -13.8% |
| 1Y | +3.3% | +74.3% | -71.0% | -3.5% |
| 3Y | +154.5% | +245.8% | -91.3% | +71.2% |
| 5Y | -26.6% | -23.7% | -2.8% | -37.3% |
| All | -48.7% | +110.0% | -158.7% | -60.8% |
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