-48.1%
DXCM vs KWEB
-47.2%
-0.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.9% | -7.8% | +12.8% | +6.9% |
| 30D | -0.2% | -6.4% | +6.3% | +1.4% |
| 3M | -8.9% | -14.6% | +5.7% | -5.6% |
| 6M | +42.3% | -25.0% | +67.3% | +51.5% |
| YTD | +25.6% | -32.7% | +58.2% | +36.8% |
| 1Y | +39.5% | -37.3% | +76.9% | +54.5% |
| 3Y | -15.3% | -5.9% | -9.4% | -16.7% |
| All | -48.1% | -47.2% | -0.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling