-20.7%
KORU vs DXCM
+402.7%
-423.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -6.2% |
| 7D | +11.1% | +4.9% | +6.2% | +9.4% |
| 30D | -40.6% | -0.2% | -40.4% | -40.6% |
| 3M | -63.9% | -8.9% | -55.0% | -62.9% |
| 6M | -82.8% | +42.3% | -125.1% | -85.4% |
| YTD | -15.4% | +25.6% | -41.0% | -24.4% |
| 1Y | -3.3% | +39.5% | -42.8% | -16.8% |
| 3Y | +136.2% | -15.3% | +151.4% | +120.9% |
| 5Y | -36.7% | -48.4% | +11.7% | -32.5% |
| All | -20.7% | +402.7% | -423.5% | -52.1% |
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