+48.7%
KRMN vs DOC
+18.1%
+30.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +30.8% | +1.0% | +29.7% | +30.6% |
| 30D | +40.2% | +8.1% | +32.1% | +38.3% |
| 3M | -27.8% | +0.9% | -28.8% | -28.1% |
| 6M | -24.0% | +6.3% | -30.3% | -25.3% |
| YTD | -38.9% | +33.8% | -72.7% | -43.9% |
| 1Y | -35.6% | +21.6% | -57.2% | -38.3% |
| All | +48.7% | +18.1% | +30.6% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling