+42.0%
KR vs DOC
-24.5%
+66.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | +4.1% | -4.8% | +8.8% | +4.8% |
| 3M | -5.2% | +6.9% | -12.1% | -6.2% |
| 6M | -12.8% | +20.7% | -33.5% | -15.5% |
| YTD | -4.6% | +34.1% | -38.8% | -9.5% |
| 1Y | -11.7% | +22.6% | -34.3% | -14.8% |
| 3Y | +36.3% | +20.8% | +15.4% | +31.1% |
| All | +42.0% | -24.5% | +66.5% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling