+229.6%
KDP vs DXCM
+410.2%
-180.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.1% |
| 7D | +2.2% | -3.5% | +5.7% | +2.6% |
| 30D | +19.9% | -5.8% | +25.7% | +20.6% |
| 3M | +21.5% | -4.3% | +25.8% | +21.9% |
| 6M | +30.1% | +31.6% | -1.5% | +26.3% |
| YTD | +34.9% | +19.6% | +15.3% | +31.9% |
| 1Y | +43.4% | +36.9% | +6.5% | +38.2% |
| 3Y | +29.1% | -16.3% | +45.4% | +26.7% |
| 5Y | +15.0% | -50.0% | +65.0% | +16.6% |
| All | +229.6% | +410.2% | -180.6% | +187.2% |
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