+1,416.9%
DXCM vs KWEB
+24.8%
+1,392.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.0% |
| 7D | -6.2% | -1.3% | -4.9% | -5.9% |
| 30D | -0.3% | -11.5% | +11.3% | +3.4% |
| 3M | +10.3% | -2.9% | +13.2% | +11.2% |
| 6M | +24.1% | -14.6% | +38.8% | +29.6% |
| YTD | +27.4% | -25.5% | +52.9% | +38.5% |
| 1Y | +8.4% | -31.1% | +39.5% | +20.5% |
| 3Y | -19.0% | +3.0% | -22.0% | -23.7% |
| 5Y | -38.6% | -42.6% | +4.0% | -33.3% |
| 10Y | +252.9% | -21.1% | +274.1% | +196.5% |
| All | +1,416.9% | +24.8% | +1,392.1% | +992.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling