+6.8%
KRMN vs DOC
+16.6%
-9.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.8% | -6.1% |
| 7D | -23.0% | +6.2% | -29.3% | -23.8% |
| 30D | -3.6% | +6.5% | -10.1% | -4.7% |
| 3M | -41.8% | -6.2% | -35.5% | -41.3% |
| 6M | -49.0% | +25.6% | -74.6% | -51.7% |
| YTD | -56.1% | +32.1% | -88.2% | -59.7% |
| 1Y | -59.8% | +20.3% | -80.0% | -61.4% |
| All | +6.8% | +16.6% | -9.8% | +13.5% |
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