-21.8%
DXCM vs KR
+28.8%
-50.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.9% |
| 7D | -6.5% | -3.1% | -3.4% | -6.7% |
| 30D | -4.3% | +0.6% | -4.9% | -4.2% |
| 3M | +7.3% | -9.8% | +17.1% | +5.8% |
| 6M | +22.0% | -22.1% | +44.2% | +18.1% |
| YTD | +26.4% | -8.1% | +34.5% | +25.0% |
| 1Y | +7.0% | -14.7% | +21.6% | +4.8% |
| All | -21.8% | +28.8% | -50.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling