+13.2%
KRE vs DXCM
-48.9%
+62.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | -0.4% | -4.4% | +4.0% | +0.2% |
| 30D | +6.4% | -3.6% | +10.0% | +6.9% |
| 3M | -3.1% | -4.3% | +1.3% | -2.6% |
| 6M | +6.4% | +33.8% | -27.4% | +1.4% |
| YTD | +15.3% | +22.1% | -6.8% | +11.2% |
| 1Y | +23.3% | +47.4% | -24.1% | +15.7% |
| 3Y | +93.6% | -12.3% | +105.9% | +85.4% |
| 5Y | +13.2% | -49.1% | +62.3% | +12.8% |
| All | +13.2% | -48.9% | +62.1% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling