+154.6%
KR vs DOC
+23.6%
+131.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | +1.0% | -0.3% | +0.7% |
| 30D | +11.1% | +8.1% | +3.0% | +10.3% |
| 3M | +24.4% | +0.9% | +23.5% | +24.2% |
| 6M | +8.5% | +6.3% | +2.3% | +7.9% |
| YTD | +13.1% | +33.8% | -20.6% | +9.9% |
| 1Y | +9.3% | +21.6% | -12.3% | +7.2% |
| 3Y | +69.3% | +53.4% | +15.9% | +61.8% |
| 5Y | +83.2% | -21.0% | +104.2% | +83.5% |
| 10Y | +154.6% | +22.5% | +132.1% | +145.9% |
| All | +154.6% | +23.6% | +131.0% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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