-60.5%
KORU vs DOCS
-19.4%
-41.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | +24.3% | +0.1% | +24.3% | +24.4% |
| 30D | -44.8% | +8.7% | -53.5% | -45.4% |
| 3M | -60.0% | +32.9% | -92.9% | -62.3% |
| 6M | -78.7% | +25.5% | -104.2% | -80.3% |
| YTD | -10.6% | -25.0% | +14.5% | -7.7% |
| 1Y | -3.8% | -34.9% | +31.1% | +2.6% |
| 3Y | +142.0% | +39.3% | +102.6% | +94.5% |
| 5Y | -33.1% | -54.8% | +21.7% | -38.2% |
| All | -60.5% | -19.4% | -41.2% | -63.5% |
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