+260.9%
DXCM vs KMX
+3.6%
+257.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -4.3% | +2.6% | -6.9% | -5.0% |
| 3M | +7.3% | +25.6% | -18.3% | +0.8% |
| 6M | +22.0% | +41.9% | -19.8% | +10.3% |
| YTD | +26.4% | +56.0% | -29.6% | +10.9% |
| 1Y | +7.0% | -1.8% | +8.8% | +3.9% |
| 3Y | -19.6% | -25.7% | +6.1% | -18.8% |
| 5Y | -39.3% | -54.7% | +15.5% | -32.0% |
| 10Y | +260.9% | +9.2% | +251.8% | +198.9% |
| All | +260.9% | +3.6% | +257.3% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling