-15.3%
DXCM vs KWEB
-5.9%
-9.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.9% | -7.8% | +12.8% | +6.7% |
| 30D | -0.2% | -6.4% | +6.3% | +1.2% |
| 3M | -8.9% | -14.6% | +5.7% | -6.0% |
| 6M | +42.3% | -25.0% | +67.3% | +50.5% |
| YTD | +25.6% | -32.7% | +58.2% | +35.5% |
| 1Y | +39.5% | -37.3% | +76.9% | +52.6% |
| 3Y | -15.3% | -5.9% | -9.4% | -13.4% |
| All | -15.3% | -5.9% | -9.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling