-60.8%
KORU vs DOCN
+70.4%
-131.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -15.9% | -21.5% | -28.7% |
| 7D | -48.7% | -29.3% | -19.4% | -35.6% |
| 30D | -68.9% | -46.0% | -22.9% | -54.6% |
| 3M | -64.6% | -43.2% | -21.4% | -49.5% |
| 6M | -82.2% | -53.7% | -28.4% | -69.3% |
| YTD | -28.1% | +46.9% | -75.0% | -26.5% |
| 1Y | -25.1% | +54.3% | -79.5% | -24.9% |
| 3Y | +98.5% | +185.5% | -87.0% | +47.0% |
| 5Y | -45.8% | -31.1% | -14.7% | -49.2% |
| All | -60.8% | +70.4% | -131.1% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling