+114.8%
DXCM vs KEEL
+283.4%
-168.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.2% |
| 7D | -3.2% | +7.8% | -11.0% | -3.6% |
| 30D | +6.3% | -11.7% | +18.0% | +6.7% |
| 3M | +21.1% | -41.5% | +62.6% | +23.1% |
| 6M | +20.6% | +54.9% | -34.3% | +15.8% |
| YTD | +32.4% | +47.7% | -15.2% | +26.9% |
| 1Y | +8.8% | +177.6% | -168.8% | -0.8% |
| 3Y | -13.7% | +164.9% | -178.6% | -24.6% |
| 5Y | -35.2% | -45.9% | +10.7% | -42.7% |
| All | +114.8% | +283.4% | -168.6% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling