+423.1%
DXCM vs KEY
+121.9%
+301.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | -3.6% | +7.2% | -10.8% | -5.0% |
| 3M | -4.3% | -4.9% | +0.6% | -3.4% |
| 6M | +33.8% | +1.1% | +32.7% | +33.2% |
| YTD | +22.1% | +6.8% | +15.3% | +20.2% |
| 1Y | +47.4% | +23.3% | +24.1% | +40.7% |
| 3Y | -12.3% | +126.1% | -138.3% | -27.1% |
| 5Y | -49.1% | +15.2% | -64.3% | -52.5% |
| 10Y | +423.1% | +113.6% | +309.5% | +252.5% |
| All | +423.1% | +121.9% | +301.2% | +252.5% |
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