-0.2%
DXCM vs KRMN
+17.4%
-17.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | +0.3% |
| 7D | -6.5% | -12.9% | +6.4% | -5.2% |
| 30D | -4.3% | -43.3% | +39.0% | +1.1% |
| 3M | +7.3% | -27.2% | +34.5% | +9.9% |
| 6M | +22.0% | -66.8% | +88.8% | +37.0% |
| YTD | +26.4% | -51.9% | +78.2% | +31.4% |
| 1Y | +7.0% | -43.7% | +50.6% | +7.4% |
| All | -0.2% | +17.4% | -17.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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