+260.9%
DXCM vs KMI
+132.8%
+128.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | -4.3% | +0.1% | -4.4% | -4.4% |
| 3M | +7.3% | +1.2% | +6.1% | +6.7% |
| 6M | +22.0% | -3.9% | +25.9% | +22.8% |
| YTD | +26.4% | +17.5% | +8.9% | +19.9% |
| 1Y | +7.0% | +22.6% | -15.7% | 0.0% |
| 3Y | -19.6% | +116.3% | -135.9% | -36.8% |
| 5Y | -39.3% | +157.6% | -196.9% | -55.0% |
| 10Y | +260.9% | +136.6% | +124.4% | +154.6% |
| All | +260.9% | +132.8% | +128.1% | +154.6% |
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