+252.9%
DXCM vs KGC
+645.2%
-392.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.7% |
| 7D | -6.2% | +2.4% | -8.7% | -6.4% |
| 30D | -0.3% | +9.2% | -9.5% | -0.8% |
| 3M | +10.3% | +16.7% | -6.4% | +9.1% |
| 6M | +24.1% | -7.0% | +31.1% | +24.3% |
| YTD | +27.4% | +7.5% | +19.9% | +26.4% |
| 1Y | +8.4% | +34.4% | -26.0% | +6.1% |
| 3Y | -19.0% | +552.0% | -571.0% | -27.8% |
| 5Y | -38.6% | +454.5% | -493.1% | -45.8% |
| 10Y | +252.9% | +658.7% | -405.7% | +244.1% |
| All | +252.9% | +645.2% | -392.2% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded KGC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling