-51.6%
KORU vs DXCM
-8.3%
-43.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.5% | +17.9% | +18.5% |
| 7D | -18.1% | -9.2% | -8.9% | -20.0% |
| 30D | -45.7% | -6.5% | -39.3% | -44.7% |
| 3M | -51.6% | -10.3% | -41.3% | -48.0% |
| All | -51.6% | -8.3% | -43.3% | -48.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling