-25.1%
KRMN vs DOC
+23.9%
-49.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.3% |
| 7D | -12.3% | -1.5% | -10.8% | -12.3% |
| 30D | -27.5% | -4.8% | -22.7% | -27.4% |
| 3M | -26.5% | +6.9% | -33.4% | -26.7% |
| 6M | -59.6% | +20.7% | -80.3% | -59.8% |
| YTD | -45.4% | +34.1% | -79.5% | -46.5% |
| 1Y | -25.1% | +22.6% | -47.7% | -30.4% |
| All | -25.1% | +23.9% | -49.0% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling