+35.3%
KRMN vs DOC
+16.4%
+18.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -10.9% | -0.9% | -10.0% | -10.7% |
| 30D | +34.9% | +7.7% | +27.2% | +33.2% |
| 3M | -32.8% | -2.0% | -30.8% | -32.7% |
| 6M | -39.6% | +5.9% | -45.4% | -40.5% |
| YTD | -44.4% | +31.8% | -76.3% | -48.8% |
| 1Y | -32.2% | +22.5% | -54.8% | -35.6% |
| All | +35.3% | +16.4% | +18.9% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling