+113.7%
KLAC vs DXCM
+11.0%
+102.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +7.4% |
| 7D | +5.7% | -3.2% | +8.9% | +5.9% |
| 30D | -3.6% | +6.3% | -10.0% | -4.0% |
| 3M | -12.8% | +21.1% | -33.9% | -13.6% |
| 6M | +26.1% | +20.6% | +5.5% | +25.8% |
| YTD | +53.3% | +32.4% | +20.9% | +51.3% |
| 1Y | +113.7% | +8.8% | +104.8% | +116.2% |
| All | +113.7% | +11.0% | +102.7% | +116.2% |
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