-36.3%
DXCM vs KEY
+40.7%
-77.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | +6.3% | -3.0% | +9.4% | +7.0% |
| 3M | +21.1% | +3.3% | +17.8% | +20.2% |
| 6M | +20.6% | +9.2% | +11.4% | +18.3% |
| YTD | +32.4% | +10.6% | +21.8% | +29.5% |
| 1Y | +8.8% | +20.4% | -11.6% | +4.5% |
| 3Y | -13.7% | +121.8% | -135.6% | -26.6% |
| All | -36.3% | +40.7% | -77.0% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling