+696.7%
KKR vs DXCM
+260.4%
+436.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -6.2% | -5.5% | -0.6% | -4.9% |
| 30D | -8.9% | -8.6% | -0.3% | -6.9% |
| 3M | +6.3% | +10.3% | -4.1% | +3.5% |
| 6M | +16.5% | +25.2% | -8.8% | +9.5% |
| YTD | -20.3% | +25.1% | -45.4% | -25.1% |
| 1Y | -29.8% | +9.2% | -39.0% | -32.4% |
| 3Y | +63.2% | -22.6% | +85.8% | +60.5% |
| 5Y | +68.0% | -39.5% | +107.5% | +68.9% |
| All | +696.7% | +260.4% | +436.4% | +506.0% |
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