+384.5%
DXCM vs KMI
+158.9%
+225.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +4.9% | +6.5% | -1.6% | +3.2% |
| 30D | -0.2% | -3.4% | +3.3% | +0.5% |
| 3M | -8.9% | +0.4% | -9.3% | -9.4% |
| 6M | +42.3% | -0.9% | +43.2% | +41.7% |
| YTD | +25.6% | +20.5% | +5.1% | +18.0% |
| 1Y | +39.5% | +23.2% | +16.4% | +30.1% |
| 3Y | -15.3% | +121.6% | -136.9% | -33.9% |
| 5Y | -48.4% | +149.1% | -197.5% | -61.4% |
| All | +384.5% | +158.9% | +225.7% | +247.5% |
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