+33.0%
KRMN vs DOC
+18.4%
+14.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | -12.3% | -1.5% | -10.8% | -12.1% |
| 30D | -27.5% | -4.8% | -22.7% | -26.9% |
| 3M | -26.5% | +6.9% | -33.4% | -27.7% |
| 6M | -59.6% | +20.7% | -80.3% | -61.1% |
| YTD | -45.4% | +34.1% | -79.5% | -49.8% |
| 1Y | -25.1% | +22.6% | -47.7% | -28.9% |
| All | +33.0% | +18.4% | +14.6% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling