+82.1%
KORU vs DOCN
+189.9%
-107.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +4.0% |
| 7D | -35.0% | -19.2% | -15.8% | -21.3% |
| 30D | -65.5% | -43.1% | -22.5% | -46.4% |
| 3M | -58.9% | -40.7% | -18.2% | -37.7% |
| 6M | -83.5% | -55.0% | -28.5% | -67.6% |
| YTD | -23.9% | +50.6% | -74.5% | -20.3% |
| 1Y | -12.4% | +54.0% | -66.4% | -9.0% |
| 3Y | +82.1% | +203.9% | -121.8% | +33.4% |
| All | +82.1% | +189.9% | -107.8% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling