-9.8%
KHC vs DXCM
-13.8%
+4.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.8% | -3.2% | +1.5% | -1.6% |
| 30D | -1.9% | +6.3% | -8.2% | -2.1% |
| 3M | +14.4% | +21.1% | -6.7% | +13.4% |
| 6M | +8.7% | +20.6% | -11.9% | +7.7% |
| YTD | +7.8% | +32.4% | -24.7% | +6.4% |
| 1Y | -1.5% | +8.8% | -10.4% | -2.2% |
| All | -9.8% | -13.8% | +4.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling