+102.9%
DXCM vs KEEL
+294.5%
-191.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -1.9% |
| 7D | -5.5% | +2.9% | -8.4% | -5.7% |
| 30D | -8.6% | +0.8% | -9.4% | -8.8% |
| 3M | +10.3% | -35.3% | +45.7% | +11.6% |
| 6M | +25.2% | +59.4% | -34.2% | +20.0% |
| YTD | +25.1% | +51.9% | -26.8% | +19.6% |
| 1Y | +9.2% | +75.0% | -65.8% | +2.3% |
| 3Y | -22.6% | +224.5% | -247.2% | -33.1% |
| 5Y | -39.5% | -35.9% | -3.6% | -46.7% |
| All | +102.9% | +294.5% | -191.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling