+82.9%
KR vs DOC
-22.1%
+104.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +5.3% | +6.2% | -0.9% | +4.3% |
| 30D | +18.9% | +6.5% | +12.4% | +17.6% |
| 3M | +23.3% | -6.2% | +29.6% | +24.5% |
| 6M | +5.0% | +25.6% | -20.6% | +0.9% |
| YTD | +13.0% | +32.1% | -19.0% | +7.3% |
| 1Y | +12.4% | +20.3% | -7.9% | +8.7% |
| 3Y | +63.6% | +42.7% | +20.9% | +49.5% |
| 5Y | +82.9% | -22.2% | +105.0% | +100.5% |
| All | +82.9% | -22.1% | +104.9% | +100.5% |
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