+2,780.1%
DXCM vs KNX
+536.7%
+2,243.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -3.2% |
| 7D | -6.2% | +6.4% | -12.6% | -8.6% |
| 30D | -0.3% | +1.4% | -1.7% | -1.1% |
| 3M | +10.3% | -12.0% | +22.4% | +15.3% |
| 6M | +24.1% | +25.2% | -1.0% | +11.4% |
| YTD | +27.4% | +36.6% | -9.2% | +9.5% |
| 1Y | +8.4% | +67.6% | -59.2% | -15.5% |
| 3Y | -19.0% | +40.8% | -59.8% | -34.4% |
| 5Y | -38.6% | +43.3% | -81.9% | -51.8% |
| 10Y | +252.9% | +170.1% | +82.9% | +81.4% |
| All | +2,780.1% | +536.7% | +2,243.4% | +743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling