+2,107.2%
DXCM vs KMI
+113.4%
+1,993.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -3.6% | +6.0% | -9.7% | -5.2% |
| 30D | -4.3% | -3.4% | -0.9% | -3.6% |
| 3M | -10.4% | +1.8% | -12.1% | -11.2% |
| 6M | +33.1% | +0.4% | +32.7% | +32.0% |
| YTD | +22.6% | +20.8% | +1.8% | +15.0% |
| 1Y | +36.5% | +23.0% | +13.6% | +27.3% |
| 3Y | -13.5% | +123.3% | -136.8% | -32.9% |
| 5Y | -49.6% | +149.8% | -199.4% | -62.5% |
| 10Y | +399.5% | +159.0% | +240.5% | +246.9% |
| All | +2,107.2% | +113.4% | +1,993.8% | +1,388.7% |
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 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