-38.6%
DXCM vs KMI
+158.6%
-197.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.7% | -4.3% |
| 7D | -6.2% | -0.4% | -5.8% | -6.2% |
| 30D | -0.3% | +3.7% | -3.9% | -1.3% |
| 3M | +10.3% | +3.2% | +7.2% | +9.2% |
| 6M | +24.1% | -3.0% | +27.1% | +24.6% |
| YTD | +27.4% | +19.7% | +7.7% | +20.1% |
| 1Y | +8.4% | +25.6% | -17.3% | +0.4% |
| 3Y | -19.0% | +120.2% | -139.2% | -37.3% |
| 5Y | -38.6% | +160.5% | -199.1% | -54.3% |
| All | -38.6% | +158.6% | -197.1% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling