-33.1%
KORU vs DOCN
-24.0%
-9.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -6.9% |
| 7D | +24.3% | +27.4% | -3.0% | +8.4% |
| 30D | -44.8% | -29.7% | -15.1% | -28.9% |
| 3M | -60.0% | -32.5% | -27.6% | -47.0% |
| 6M | -78.7% | -42.2% | -36.5% | -67.0% |
| YTD | -10.6% | +87.2% | -97.7% | -21.1% |
| 1Y | -3.8% | +86.2% | -90.0% | -14.6% |
| 3Y | +142.0% | +257.4% | -115.5% | +50.2% |
| 5Y | -33.1% | -27.4% | -5.7% | -48.7% |
| All | -33.1% | -24.0% | -9.1% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling