+151.0%
KRE vs DXCM
+2,425.5%
-2,274.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | -0.4% | -4.4% | +4.0% | +0.4% |
| 30D | +6.4% | -3.6% | +10.0% | +7.0% |
| 3M | -3.1% | -4.3% | +1.3% | -2.5% |
| 6M | +6.4% | +33.8% | -27.4% | -0.2% |
| YTD | +15.3% | +22.1% | -6.8% | +9.8% |
| 1Y | +23.3% | +47.4% | -24.1% | +13.1% |
| 3Y | +93.6% | -12.3% | +105.9% | +85.7% |
| 5Y | +13.2% | -49.1% | +62.3% | +16.3% |
| 10Y | +103.1% | +423.1% | -320.0% | +13.6% |
| All | +151.0% | +2,425.5% | -2,274.5% | -33.4% |
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