+411.2%
DXCM vs KMX
+6.5%
+404.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -3.7% | +1.5% | -5.2% | -4.0% |
| 30D | -5.0% | +3.0% | -8.0% | -5.7% |
| 3M | -8.8% | -7.8% | -1.0% | -7.4% |
| 6M | +31.9% | +34.3% | -2.5% | +21.2% |
| YTD | +20.4% | +40.2% | -19.8% | +8.2% |
| 1Y | +45.7% | +63.0% | -17.2% | +25.8% |
| 3Y | -15.0% | -14.5% | -0.5% | -17.6% |
| 5Y | -48.5% | -64.3% | +15.9% | -38.6% |
| 10Y | +411.2% | +2.8% | +408.5% | +328.4% |
| All | +411.2% | +6.5% | +404.8% | +328.4% |
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