+67.7%
KORU vs DXCM
-38.0%
+105.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +20.1% | -6.5% | +26.6% | +22.8% |
| 30D | +47.5% | -4.3% | +51.8% | +49.4% |
| 3M | -30.1% | +7.3% | -37.3% | -33.7% |
| 6M | +20.1% | +22.0% | -1.9% | +7.9% |
| YTD | +166.6% | +26.4% | +140.2% | +137.3% |
| 1Y | +458.9% | +7.0% | +451.9% | +424.4% |
| 3Y | +531.8% | -19.6% | +551.4% | +488.7% |
| 5Y | +67.7% | -39.3% | +107.0% | +58.5% |
| All | +67.7% | -38.0% | +105.7% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling