+239.3%
KDP vs DXCM
+421.6%
-182.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.6% |
| 7D | +0.3% | -4.4% | +4.7% | +0.8% |
| 30D | +16.3% | -3.6% | +19.9% | +16.7% |
| 3M | +24.0% | -4.3% | +28.3% | +24.4% |
| 6M | +30.0% | +33.8% | -3.8% | +25.9% |
| YTD | +36.1% | +22.1% | +13.9% | +32.7% |
| 1Y | +46.8% | +47.4% | -0.6% | +40.5% |
| 3Y | +30.5% | -12.3% | +42.7% | +27.4% |
| 5Y | +17.9% | -49.1% | +67.0% | +19.3% |
| 10Y | +239.3% | +423.1% | -183.9% | +196.5% |
| All | +239.3% | +421.6% | -182.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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