+404.2%
DXCM vs KEY
+120.9%
+283.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -5.8% | +5.1% | -10.9% | -6.8% |
| 3M | -4.3% | -7.1% | +2.8% | -2.9% |
| 6M | +31.6% | -4.4% | +35.9% | +32.6% |
| YTD | +19.6% | +4.0% | +15.6% | +18.4% |
| 1Y | +36.9% | +23.4% | +13.5% | +30.6% |
| 3Y | -16.3% | +113.9% | -130.2% | -29.6% |
| 5Y | -50.0% | +12.3% | -62.3% | -53.1% |
| All | +404.2% | +120.9% | +283.3% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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