+2,067.3%
DXCM vs KMI
+107.9%
+1,959.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | -3.7% | -5.1% | +1.4% | -2.4% |
| 30D | -5.0% | -3.1% | -1.8% | -4.4% |
| 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% | +13.8% |
| 1Y | +45.7% | +19.6% | +26.1% | +36.9% |
| 3Y | -15.0% | +117.6% | -132.6% | -33.6% |
| 5Y | -48.5% | +143.1% | -191.6% | -61.3% |
| 10Y | +411.2% | +142.0% | +269.2% | +261.7% |
| All | +2,067.3% | +107.9% | +1,959.4% | +1,372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling