+42.0%
KR vs DOCS
-73.4%
+115.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +4.1% | +21.8% | -17.7% | +4.4% |
| 3M | -5.2% | +27.3% | -32.5% | -4.8% |
| 6M | -12.8% | -0.3% | -12.4% | -12.6% |
| YTD | -4.6% | -40.5% | +35.9% | -4.8% |
| 1Y | -11.7% | -61.5% | +49.9% | -12.1% |
| 3Y | +36.3% | +8.2% | +28.1% | +35.4% |
| All | +42.0% | -73.4% | +115.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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