-14.1%
KHC vs DXCM
-48.7%
+34.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.4% |
| 7D | +2.0% | +4.9% | -2.9% | +1.8% |
| 30D | +10.6% | -0.2% | +10.8% | +10.6% |
| 3M | +0.5% | -8.9% | +9.4% | +1.0% |
| 6M | +12.1% | +42.3% | -30.2% | +10.0% |
| YTD | +8.9% | +25.6% | -16.6% | +7.4% |
| 1Y | +7.5% | +39.5% | -32.0% | +5.5% |
| 3Y | -10.7% | -15.3% | +4.5% | -11.6% |
| All | -14.1% | -48.7% | +34.6% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling