-29.8%
KKR vs DXCM
+8.9%
-38.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -6.2% | -5.5% | -0.6% | -5.3% |
| 30D | -8.9% | -8.6% | -0.3% | -7.5% |
| 3M | +6.3% | +10.3% | -4.1% | +4.9% |
| 6M | +16.5% | +25.2% | -8.8% | +12.5% |
| YTD | -20.3% | +25.1% | -45.4% | -22.9% |
| 1Y | -29.8% | +9.2% | -39.0% | -32.6% |
| All | -29.8% | +8.9% | -38.7% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling