-12.3%
DXCM vs KEY
+118.7%
-130.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.3% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | -3.6% | +7.2% | -10.8% | -5.4% |
| 3M | -4.3% | -4.9% | +0.6% | -3.1% |
| 6M | +33.8% | +1.1% | +32.7% | +33.0% |
| YTD | +22.1% | +6.8% | +15.3% | +19.5% |
| 1Y | +47.4% | +23.3% | +24.1% | +38.8% |
| 3Y | -12.3% | +126.1% | -138.3% | -26.1% |
| All | -12.3% | +118.7% | -130.9% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling