+257.0%
DXCM vs KWEB
-19.7%
+276.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | -5.5% | -5.6% | 0.0% | -4.0% |
| 30D | -8.6% | -10.7% | +2.1% | -5.7% |
| 3M | +10.3% | -7.4% | +17.8% | +12.6% |
| 6M | +25.2% | -19.3% | +44.5% | +32.3% |
| YTD | +25.1% | -27.8% | +52.9% | +36.2% |
| 1Y | +9.2% | -35.9% | +45.2% | +22.8% |
| 3Y | -22.6% | -1.9% | -20.7% | -25.5% |
| 5Y | -39.5% | -43.2% | +3.6% | -33.8% |
| All | +257.0% | -19.7% | +276.7% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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