+64.4%
KR vs DOC
+43.2%
+21.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +5.3% | +6.2% | -0.9% | +4.7% |
| 30D | +18.9% | +6.5% | +12.4% | +18.1% |
| 3M | +23.3% | -6.2% | +29.6% | +23.8% |
| 6M | +5.0% | +25.6% | -20.6% | +3.2% |
| YTD | +13.0% | +32.1% | -19.0% | +10.2% |
| 1Y | +12.4% | +20.3% | -7.9% | +10.9% |
| All | +64.4% | +43.2% | +21.2% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling