-43.7%
KHC vs DXCM
+303.2%
-346.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.2% | -2.4% |
| 7D | +1.1% | -3.5% | +4.6% | +1.4% |
| 30D | +12.0% | -5.8% | +17.8% | +12.4% |
| 3M | +0.2% | -4.3% | +4.5% | +0.4% |
| 6M | +10.3% | +31.6% | -21.2% | +8.1% |
| YTD | +6.7% | +19.6% | -12.9% | +5.1% |
| 1Y | +10.9% | +36.9% | -26.0% | +8.1% |
| 3Y | -12.6% | -16.3% | +3.6% | -13.7% |
| 5Y | -16.3% | -50.0% | +33.7% | -15.4% |
| 10Y | -53.2% | +413.2% | -466.4% | -61.6% |
| All | -43.7% | +303.2% | -346.9% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling