+8,457.2%
KLAC vs DXCM
+2,810.6%
+5,646.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +7.7% |
| 7D | +5.7% | -3.2% | +8.9% | +6.4% |
| 30D | -3.6% | +6.3% | -10.0% | -4.9% |
| 3M | -12.8% | +21.1% | -33.9% | -16.8% |
| 6M | +26.1% | +20.6% | +5.5% | +20.0% |
| YTD | +53.3% | +32.4% | +20.9% | +43.2% |
| 1Y | +113.7% | +8.8% | +104.8% | +106.3% |
| 3Y | +274.9% | -13.7% | +288.6% | +259.7% |
| 5Y | +470.1% | -35.2% | +505.3% | +467.9% |
| 10Y | +2,997.0% | +281.8% | +2,715.2% | +1,997.5% |
| All | +8,457.2% | +2,810.6% | +5,646.6% | +2,932.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling