-54.1%
KHC vs DXCM
+421.6%
-475.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -2.0% | -4.4% | +2.3% | -1.8% |
| 30D | +9.7% | -3.6% | +13.3% | +9.9% |
| 3M | -2.0% | -4.3% | +2.3% | -1.8% |
| 6M | +5.4% | +33.8% | -28.3% | +3.4% |
| YTD | +5.9% | +22.1% | -16.2% | +4.3% |
| 1Y | +7.5% | +47.4% | -39.9% | +4.6% |
| 3Y | -12.4% | -12.3% | -0.2% | -13.6% |
| 5Y | -15.8% | -49.1% | +33.3% | -15.2% |
| 10Y | -54.1% | +423.1% | -477.2% | -58.1% |
| All | -54.1% | +421.6% | -475.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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