-39.2%
KRMN vs DOC
+20.9%
-60.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.1% | +0.7% | +41.4% | +42.1% |
| 7D | +14.2% | +6.5% | +7.7% | +14.2% |
| 30D | +45.3% | +9.2% | +36.1% | +45.2% |
| 3M | -17.3% | -2.5% | -14.8% | -17.6% |
| 6M | -27.8% | +7.1% | -34.9% | -28.2% |
| YTD | -37.7% | +33.0% | -70.7% | -38.3% |
| 1Y | -39.2% | +23.3% | -62.4% | -39.7% |
| All | -39.2% | +20.9% | -60.1% | -39.7% |
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