+174.5%
KDP vs DXCM
+272.3%
-97.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | +1.3% | -3.2% | +4.5% | +1.6% |
| 30D | +6.0% | +6.3% | -0.4% | +5.3% |
| 3M | +9.2% | +21.1% | -11.9% | +7.0% |
| 6M | +14.7% | +20.6% | -5.9% | +12.2% |
| YTD | +19.2% | +32.4% | -13.2% | +15.4% |
| 1Y | +15.2% | +8.8% | +6.3% | +13.4% |
| 3Y | +6.0% | -13.7% | +19.7% | +3.6% |
| 5Y | +5.4% | -35.2% | +40.6% | +4.0% |
| All | +174.5% | +272.3% | -97.7% | +156.0% |
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