+89.3%
KRE vs DXCM
+412.4%
-323.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.6% | -9.2% | +7.6% | -0.4% |
| 30D | +4.9% | -6.5% | +11.4% | +5.7% |
| 3M | -4.5% | -10.3% | +5.8% | -3.3% |
| 6M | +7.7% | +35.4% | -27.8% | +3.0% |
| YTD | +14.5% | +21.1% | -6.5% | +11.0% |
| 1Y | +21.5% | +38.2% | -16.7% | +15.8% |
| 3Y | +91.2% | -14.6% | +105.8% | +86.5% |
| 5Y | +11.8% | -49.6% | +61.3% | +13.1% |
| 10Y | +89.3% | +393.1% | -303.7% | +49.5% |
| All | +89.3% | +412.4% | -323.1% | +49.5% |
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 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