+482.2%
KORU vs DXCM
+11.0%
+471.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.0% | +15.5% | +13.6% |
| 7D | +13.0% | -3.2% | +16.2% | +13.3% |
| 30D | +27.3% | +6.3% | +20.9% | +26.3% |
| 3M | -55.3% | +21.1% | -76.4% | -56.9% |
| 6M | +11.6% | +20.6% | -9.0% | +9.9% |
| YTD | +158.5% | +32.4% | +126.1% | +148.2% |
| 1Y | +482.2% | +8.8% | +473.3% | +494.9% |
| All | +482.2% | +11.0% | +471.2% | +494.9% |
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