+93.6%
KRE vs DXCM
-13.1%
+106.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.5% |
| 7D | -0.4% | -4.4% | +4.0% | +0.1% |
| 30D | +6.4% | -3.6% | +10.0% | +6.8% |
| 3M | -3.1% | -4.3% | +1.3% | -2.7% |
| 6M | +6.4% | +33.8% | -27.4% | +2.2% |
| YTD | +15.3% | +22.1% | -6.8% | +11.9% |
| 1Y | +23.3% | +47.4% | -24.1% | +17.1% |
| 3Y | +93.6% | -12.3% | +105.9% | +74.3% |
| All | +93.6% | -13.1% | +106.7% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling