-59.7%
KRMN vs DOC
+21.8%
-81.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.1% | -16.6% | -13.4% |
| 7D | -10.0% | +8.7% | -18.8% | -10.0% |
| 30D | +3.5% | +7.6% | -4.2% | +3.4% |
| 3M | -36.7% | -5.3% | -31.4% | -37.0% |
| 6M | -47.7% | +27.6% | -75.3% | -47.9% |
| YTD | -53.3% | +32.4% | -85.7% | -53.7% |
| 1Y | -59.7% | +22.9% | -82.5% | -60.1% |
| All | -59.7% | +21.8% | -81.5% | -60.1% |
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