-38.5%
DXCM vs KNX
+41.5%
-79.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -5.6% | +1.0% | -6.6% | -6.1% |
| 3M | +13.0% | -12.6% | +25.7% | +17.3% |
| 6M | +24.7% | +21.1% | +3.6% | +15.9% |
| YTD | +27.3% | +33.2% | -5.9% | +14.0% |
| 1Y | +11.2% | +67.8% | -56.6% | -9.3% |
| 3Y | -19.0% | +37.3% | -56.3% | -31.1% |
| 5Y | -38.5% | +41.1% | -79.5% | -49.4% |
| All | -38.5% | +41.5% | -79.9% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling