+114.9%
KORU vs DOCN
+226.8%
-112.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.8% | -7.4% |
| 7D | -34.5% | -12.1% | -22.4% | -25.1% |
| 30D | -59.6% | -41.0% | -18.6% | -38.5% |
| 3M | -56.1% | -38.7% | -17.4% | -34.7% |
| 6M | -84.7% | -51.5% | -33.2% | -71.6% |
| YTD | -20.6% | +65.3% | -85.8% | -22.4% |
| 1Y | -13.9% | +53.9% | -67.8% | -12.6% |
| 3Y | +114.9% | +215.6% | -100.7% | +32.8% |
| All | +114.9% | +226.8% | -112.0% | +32.8% |
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 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