+67.9%
KORU vs DXCM
+266.8%
-198.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.8% | -13.3% | -12.8% |
| 7D | +2.3% | -5.8% | +8.1% | +4.2% |
| 30D | +20.0% | -5.6% | +25.6% | +22.0% |
| 3M | -32.7% | +13.0% | -45.8% | -37.5% |
| 6M | +13.3% | +24.7% | -11.3% | +1.4% |
| YTD | +133.2% | +27.3% | +105.9% | +108.0% |
| 1Y | +357.3% | +11.2% | +346.1% | +324.0% |
| 3Y | +452.7% | -19.0% | +471.7% | +421.2% |
| 5Y | +47.2% | -38.5% | +85.7% | +47.8% |
| All | +67.9% | +266.8% | -198.9% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling