+29.3%
KORU vs DXCM
+2,023.2%
-1,993.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.0% | +15.5% | +14.1% |
| 7D | +13.0% | -3.2% | +16.2% | +14.2% |
| 30D | +27.3% | +6.3% | +20.9% | +24.3% |
| 3M | -55.3% | +21.1% | -76.4% | -59.3% |
| 6M | +11.6% | +20.6% | -9.0% | +1.6% |
| YTD | +158.5% | +32.4% | +126.1% | +128.3% |
| 1Y | +482.2% | +8.8% | +473.3% | +444.8% |
| 3Y | +471.9% | -13.7% | +485.6% | +428.6% |
| 5Y | +41.1% | -35.2% | +76.3% | +40.3% |
| 10Y | +80.2% | +281.8% | -201.6% | +1.2% |
| All | +29.3% | +2,023.2% | -1,993.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling