-82.8%
KORU vs DXCM
+37.8%
-120.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -4.4% |
| 7D | +11.1% | +4.9% | +6.2% | +13.4% |
| 30D | -40.6% | -0.2% | -40.4% | -39.8% |
| 3M | -63.9% | -8.9% | -55.0% | -65.0% |
| 6M | -82.8% | +42.3% | -125.1% | -82.2% |
| All | -82.8% | +37.8% | -120.7% | -82.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling