+247.9%
KDP vs DXCM
+402.7%
-154.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.4% |
| 7D | -0.8% | +4.9% | -5.7% | -1.3% |
| 30D | +9.7% | -0.2% | +9.9% | +9.7% |
| 3M | +17.6% | -8.9% | +26.5% | +18.6% |
| 6M | +25.8% | +42.3% | -16.5% | +21.1% |
| YTD | +33.9% | +25.6% | +8.3% | +30.2% |
| 1Y | +38.9% | +39.5% | -0.7% | +33.6% |
| 3Y | +26.8% | -15.3% | +42.1% | +24.3% |
| 5Y | +16.3% | -48.4% | +64.8% | +17.6% |
| All | +247.9% | +402.7% | -154.9% | +204.0% |
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