+155.8%
KRE vs DXCM
+2,638.3%
-2,482.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.9% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | -2.7% | +6.3% | -9.0% | -3.9% |
| 3M | +8.2% | +21.1% | -12.9% | +3.8% |
| 6M | +12.8% | +20.6% | -7.8% | +8.1% |
| YTD | +17.5% | +32.4% | -14.9% | +10.4% |
| 1Y | +16.6% | +8.8% | +7.7% | +13.0% |
| 3Y | +79.5% | -13.7% | +93.2% | +72.0% |
| 5Y | +32.4% | -35.2% | +67.6% | +29.6% |
| 10Y | +124.1% | +281.8% | -157.7% | +34.5% |
| All | +155.8% | +2,638.3% | -2,482.5% | -33.0% |
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