-15.3%
DXCM vs KMX
-14.8%
-0.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | +4.9% | +3.4% | +1.6% | +4.3% |
| 30D | -0.2% | +6.8% | -7.0% | -1.1% |
| 3M | -8.9% | -11.4% | +2.5% | -7.4% |
| 6M | +42.3% | +43.6% | -1.3% | +33.1% |
| YTD | +25.6% | +37.7% | -12.2% | +17.2% |
| 1Y | +39.5% | +53.0% | -13.4% | +27.9% |
| 3Y | -15.3% | -16.3% | +1.0% | -13.9% |
| All | -15.3% | -14.8% | -0.5% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling