+2,283.7%
DXCM vs KMI
+107.5%
+2,176.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +6.3% | +0.9% | +5.4% | +6.0% |
| 3M | +21.1% | 0.0% | +21.1% | +20.8% |
| 6M | +20.6% | -5.7% | +26.3% | +22.0% |
| YTD | +32.4% | +17.5% | +15.0% | +25.7% |
| 1Y | +8.8% | +22.3% | -13.4% | +1.8% |
| 3Y | -13.7% | +111.9% | -125.7% | -32.0% |
| 5Y | -35.2% | +151.8% | -187.0% | -51.8% |
| 10Y | +281.8% | +138.7% | +143.1% | +172.1% |
| All | +2,283.7% | +107.5% | +2,176.3% | +1,526.4% |
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