-22.6%
DXCM vs KNX
+34.6%
-57.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -5.5% | -5.6% | 0.0% | -4.2% |
| 30D | -8.6% | -4.4% | -4.1% | -7.6% |
| 3M | +10.3% | -17.3% | +27.7% | +15.3% |
| 6M | +25.2% | +22.6% | +2.6% | +18.1% |
| YTD | +25.1% | +31.1% | -6.0% | +15.4% |
| 1Y | +9.2% | +60.2% | -51.0% | -5.5% |
| 3Y | -22.6% | +35.8% | -58.4% | -32.1% |
| All | -22.6% | +34.6% | -57.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling