-65.0%
KORU vs DOCS
-21.3%
-43.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.9% | -6.0% |
| 7D | -34.5% | -0.6% | -34.0% | -34.2% |
| 30D | -59.6% | +6.3% | -65.9% | -59.9% |
| 3M | -56.1% | +26.5% | -82.6% | -58.2% |
| 6M | -84.7% | +24.8% | -109.5% | -85.9% |
| YTD | -20.6% | -26.8% | +6.2% | -17.7% |
| 1Y | -13.9% | -38.3% | +24.4% | -7.1% |
| 3Y | +114.9% | +36.0% | +78.8% | +73.4% |
| 5Y | -36.0% | -55.0% | +19.0% | -40.7% |
| All | -65.0% | -21.3% | -43.7% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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