+162.6%
KORU vs DXCM
-17.0%
+179.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.5% | +17.9% | +18.3% |
| 7D | -18.1% | -9.2% | -8.9% | -15.9% |
| 30D | -45.7% | -6.5% | -39.3% | -44.8% |
| 3M | -51.6% | -10.3% | -41.3% | -50.4% |
| 6M | -82.6% | +35.4% | -118.1% | -84.5% |
| YTD | -5.9% | +21.1% | -27.0% | -12.0% |
| 1Y | +3.3% | +38.2% | -34.9% | -6.6% |
| All | +162.6% | -17.0% | +179.6% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling