-21.2%
DXCM vs KEYS
+144.6%
-165.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -5.8% | +0.9% | -6.7% | -6.0% |
| 30D | -5.6% | -5.3% | -0.4% | -4.8% |
| 3M | +13.0% | +0.5% | +12.5% | +11.5% |
| 6M | +24.7% | +14.0% | +10.6% | +18.0% |
| YTD | +27.3% | +60.3% | -32.9% | +7.9% |
| 1Y | +11.2% | +91.3% | -80.1% | -11.7% |
| All | -21.2% | +144.6% | -165.8% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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