+384.5%
DXCM vs KR
+159.1%
+225.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.3% |
| 7D | +4.9% | +4.6% | +0.4% | +4.6% |
| 30D | -0.2% | +12.2% | -12.4% | -1.0% |
| 3M | -8.9% | +24.6% | -33.5% | -10.3% |
| 6M | +42.3% | +8.2% | +34.1% | +41.2% |
| YTD | +25.6% | +15.3% | +10.3% | +23.8% |
| 1Y | +39.5% | +9.8% | +29.8% | +38.0% |
| 3Y | -15.3% | +71.4% | -86.6% | -20.4% |
| 5Y | -48.4% | +85.1% | -133.5% | -51.8% |
| All | +384.5% | +159.1% | +225.4% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling