+81.0%
KR vs DOC
-21.4%
+102.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +1.4% | +6.5% | -5.1% | +0.4% |
| 30D | +14.3% | +9.2% | +5.1% | +12.6% |
| 3M | +18.9% | -2.5% | +21.4% | +19.3% |
| 6M | +3.8% | +7.1% | -3.3% | +2.6% |
| YTD | +10.2% | +33.0% | -22.8% | +4.5% |
| 1Y | +9.2% | +23.3% | -14.1% | +5.0% |
| 3Y | +60.3% | +44.9% | +15.4% | +46.0% |
| All | +81.0% | -21.4% | +102.4% | +97.0% |
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