+2,894.9%
DXCM vs KR
+958.8%
+1,936.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | +6.3% | +4.1% | +2.3% | +5.3% |
| 3M | +21.1% | -5.2% | +26.3% | +22.4% |
| 6M | +20.6% | -12.8% | +33.4% | +23.6% |
| YTD | +32.4% | -4.6% | +37.0% | +32.5% |
| 1Y | +8.8% | -11.7% | +20.5% | +10.8% |
| 3Y | -13.7% | +36.3% | -50.0% | -23.8% |
| 5Y | -35.2% | +40.0% | -75.2% | -44.3% |
| 10Y | +281.8% | +122.2% | +159.6% | +160.4% |
| All | +2,894.9% | +958.8% | +1,936.1% | +1,023.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling