+393.1%
DXCM vs KMI
+143.2%
+249.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.2% |
| 7D | -9.2% | +0.2% | -9.4% | -9.2% |
| 30D | -6.5% | -3.7% | -2.8% | -5.8% |
| 3M | -10.3% | +1.2% | -11.5% | -11.0% |
| 6M | +35.4% | -0.3% | +35.7% | +34.6% |
| YTD | +21.1% | +19.2% | +1.8% | +14.0% |
| 1Y | +38.2% | +21.7% | +16.5% | +29.3% |
| 3Y | -14.6% | +120.4% | -135.0% | -33.4% |
| 5Y | -49.6% | +144.9% | -194.5% | -62.1% |
| 10Y | +393.1% | +155.6% | +237.5% | +252.5% |
| All | +393.1% | +143.2% | +249.9% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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