+263.3%
DXCM vs KR
+123.5%
+139.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | -5.8% | -2.7% | -3.1% | -5.6% |
| 30D | -5.6% | +1.9% | -7.5% | -5.7% |
| 3M | +13.0% | -11.0% | +24.1% | +13.7% |
| 6M | +24.7% | -20.2% | +44.9% | +26.0% |
| YTD | +27.3% | -7.3% | +34.6% | +27.4% |
| 1Y | +11.2% | -13.1% | +24.3% | +11.7% |
| 3Y | -19.0% | +29.7% | -48.7% | -22.0% |
| 5Y | -38.5% | +48.8% | -87.2% | -41.4% |
| All | +263.3% | +123.5% | +139.9% | +269.3% |
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