+68.0%
KKR vs DXCM
-19.6%
+87.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.2% | -6.5% | +4.3% | -0.9% |
| 30D | +0.3% | -4.3% | +4.6% | +1.2% |
| 3M | +8.8% | +7.3% | +1.5% | +7.1% |
| 6M | +14.9% | +22.0% | -7.1% | +9.9% |
| YTD | -17.9% | +26.4% | -44.3% | -22.1% |
| 1Y | -23.7% | +7.0% | -30.7% | -25.5% |
| All | +68.0% | -19.6% | +87.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling