+8.4%
DXCM vs KGC
+34.5%
-26.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 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% | -6.3% |
| 30D | -0.3% | +9.2% | -9.5% | -0.8% |
| 3M | +10.3% | +16.7% | -6.4% | +9.4% |
| 6M | +24.1% | -7.0% | +31.1% | +26.3% |
| YTD | +27.4% | +7.5% | +19.9% | +29.3% |
| 1Y | +8.4% | +34.4% | -26.0% | +19.3% |
| All | +8.4% | +34.5% | -26.2% | +19.3% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling