+29.1%
KDP vs DXCM
-18.8%
+47.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.3% |
| 7D | +2.2% | -3.5% | +5.7% | +2.4% |
| 30D | +19.9% | -5.8% | +25.7% | +20.3% |
| 3M | +21.5% | -4.3% | +25.8% | +21.8% |
| 6M | +30.1% | +31.6% | -1.5% | +28.4% |
| YTD | +34.9% | +19.6% | +15.3% | +33.6% |
| 1Y | +43.4% | +36.9% | +6.5% | +41.0% |
| 3Y | +29.1% | -16.3% | +45.4% | +24.2% |
| All | +29.1% | -18.8% | +47.9% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling