+266.4%
KDP vs DXCM
+412.4%
-146.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | +4.0% | -9.2% | +13.2% | +4.9% |
| 30D | +16.8% | -6.5% | +23.3% | +17.5% |
| 3M | +32.0% | -10.3% | +42.3% | +33.3% |
| 6M | +35.2% | +35.4% | -0.3% | +30.8% |
| YTD | +40.9% | +21.1% | +19.8% | +37.5% |
| 1Y | +47.7% | +38.2% | +9.4% | +42.2% |
| 3Y | +34.8% | -14.6% | +49.4% | +32.0% |
| 5Y | +22.6% | -49.6% | +72.2% | +24.2% |
| 10Y | +266.4% | +393.1% | -126.7% | +219.6% |
| All | +266.4% | +412.4% | -146.0% | +219.6% |
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