+67.6%
KR vs DOCS
-36.0%
+103.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | -5.2% | +27.3% | -32.5% | -4.9% |
| 6M | -12.8% | -0.3% | -12.4% | -12.7% |
| YTD | -4.6% | -40.5% | +35.9% | -4.7% |
| 1Y | -11.7% | -61.5% | +49.9% | -11.9% |
| 3Y | +36.3% | +8.2% | +28.1% | +35.2% |
| 5Y | +40.0% | -73.4% | +113.4% | +39.1% |
| All | +67.6% | -36.0% | +103.6% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling