+6,953.7%
KLAC vs DXCM
+2,546.4%
+4,407.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -2.1% | -3.7% | +1.6% | -1.4% |
| 30D | -21.8% | -5.0% | -16.8% | -21.1% |
| 3M | -20.5% | -8.8% | -11.7% | -19.4% |
| 6M | -18.0% | +31.9% | -49.8% | -23.5% |
| YTD | +26.4% | +20.4% | +6.0% | +19.9% |
| 1Y | +26.3% | +45.7% | -19.4% | +15.3% |
| 3Y | +193.3% | -15.0% | +208.3% | +182.9% |
| 5Y | +297.2% | -48.5% | +345.7% | +312.4% |
| 10Y | +2,288.0% | +411.2% | +1,876.7% | +1,442.4% |
| All | +6,953.7% | +2,546.4% | +4,407.4% | +2,439.6% |
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 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