+705.0%
DXCM vs KEYS
+1,095.1%
-390.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.6% |
| 7D | -6.2% | +4.4% | -10.7% | -7.9% |
| 30D | -0.3% | -2.2% | +2.0% | +0.2% |
| 3M | +10.3% | +0.5% | +9.8% | +7.9% |
| 6M | +24.1% | +22.4% | +1.7% | +10.2% |
| YTD | +27.4% | +64.1% | -36.7% | -2.7% |
| 1Y | +8.4% | +97.0% | -88.6% | -24.9% |
| 3Y | -19.0% | +152.0% | -171.0% | -52.0% |
| 5Y | -38.6% | +83.7% | -122.3% | -58.0% |
| 10Y | +252.9% | +997.9% | -744.9% | +10.0% |
| All | +705.0% | +1,095.1% | -390.0% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling