-15.0%
DXCM vs KMI
+119.1%
-134.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | -3.7% | -5.1% | +1.4% | -3.1% |
| 30D | -5.0% | -3.1% | -1.8% | -4.9% |
| 3M | -8.8% | +0.2% | -9.1% | -9.3% |
| 6M | +31.9% | +1.1% | +30.7% | +30.5% |
| YTD | +20.4% | +17.7% | +2.7% | +14.9% |
| 1Y | +45.7% | +19.6% | +26.1% | +38.3% |
| 3Y | -15.0% | +117.6% | -132.6% | -18.7% |
| All | -15.0% | +119.1% | -134.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling