-18.2%
KKR vs DXCM
+40.8%
-59.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | +1.6% | +4.9% | -3.3% | +0.5% |
| 30D | +14.5% | -0.2% | +14.7% | +14.5% |
| 3M | -15.0% | -8.9% | -6.1% | -13.4% |
| 6M | +1.0% | +42.3% | -41.2% | -6.9% |
| YTD | -22.6% | +25.6% | -48.2% | -26.2% |
| 1Y | -18.2% | +39.5% | -57.7% | -26.6% |
| All | -18.2% | +40.8% | -59.0% | -26.6% |
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