+193.3%
KLAC vs DXCM
-14.6%
+207.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -2.1% | -3.7% | +1.6% | -1.6% |
| 30D | -21.8% | -5.0% | -16.8% | -21.3% |
| 3M | -20.5% | -8.8% | -11.7% | -19.7% |
| 6M | -18.0% | +31.9% | -49.8% | -22.3% |
| YTD | +26.4% | +20.4% | +6.0% | +21.8% |
| 1Y | +26.3% | +45.7% | -19.4% | +18.1% |
| 3Y | +193.3% | -15.0% | +208.3% | +162.6% |
| All | +193.3% | -14.6% | +207.9% | +162.6% |
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 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