+122.0%
KRE vs DXCM
+253.0%
-131.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.2% |
| 30D | -3.4% | -4.3% | +0.9% | -2.9% |
| 3M | +3.7% | +7.3% | -3.6% | +2.5% |
| 6M | +14.8% | +22.0% | -7.3% | +11.3% |
| YTD | +14.7% | +26.4% | -11.7% | +10.7% |
| 1Y | +16.0% | +7.0% | +9.0% | +13.9% |
| 3Y | +84.3% | -19.6% | +103.9% | +80.9% |
| 5Y | +30.9% | -39.3% | +70.2% | +29.6% |
| 10Y | +122.0% | +260.9% | -139.0% | +79.9% |
| All | +122.0% | +253.0% | -131.1% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling