+149.3%
KRE vs DXCM
+2,403.1%
-2,253.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.6% | -9.2% | +7.6% | +0.2% |
| 30D | +4.9% | -6.5% | +11.4% | +6.0% |
| 3M | -4.5% | -10.3% | +5.8% | -2.8% |
| 6M | +7.7% | +35.4% | -27.8% | +0.7% |
| YTD | +14.5% | +21.1% | -6.5% | +9.2% |
| 1Y | +21.5% | +38.2% | -16.7% | +12.9% |
| 3Y | +91.2% | -14.6% | +105.8% | +84.4% |
| 5Y | +11.8% | -49.6% | +61.3% | +15.0% |
| 10Y | +89.3% | +393.1% | -303.8% | +7.3% |
| All | +149.3% | +2,403.1% | -2,253.8% | -33.8% |
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 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