+100.4%
KLAC vs DXCM
+8.1%
+92.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | +6.2% | -6.5% | +12.7% | +6.5% |
| 30D | -5.0% | -4.3% | -0.7% | -4.8% |
| 3M | -14.4% | +7.3% | -21.7% | -13.8% |
| 6M | +28.3% | +22.0% | +6.3% | +26.8% |
| YTD | +51.1% | +26.4% | +24.7% | +49.4% |
| 1Y | +100.4% | +7.0% | +93.4% | +99.7% |
| All | +100.4% | +8.1% | +92.3% | +99.7% |
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 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