+2,894.9%
DXCM vs KMX
+321.1%
+2,573.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.4% |
| 7D | -3.2% | +1.9% | -5.1% | -3.8% |
| 30D | +6.3% | +11.7% | -5.3% | +2.4% |
| 3M | +21.1% | +34.9% | -13.8% | +8.6% |
| 6M | +20.6% | +50.3% | -29.7% | +3.1% |
| YTD | +32.4% | +63.8% | -31.4% | +9.2% |
| 1Y | +8.8% | +3.8% | +5.0% | +1.8% |
| 3Y | -13.7% | -24.3% | +10.5% | -14.3% |
| 5Y | -35.2% | -50.2% | +15.0% | -28.8% |
| 10Y | +281.8% | +5.4% | +276.4% | +181.5% |
| All | +2,894.9% | +321.1% | +2,573.8% | +829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling