+267.0%
DXCM vs KGC
+663.0%
-396.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -3.2% | -1.3% | -1.9% | -3.2% |
| 30D | +6.3% | +20.3% | -13.9% | +5.2% |
| 3M | +21.1% | +8.1% | +13.0% | +20.3% |
| 6M | +20.6% | -8.8% | +29.3% | +20.9% |
| YTD | +32.4% | +10.1% | +22.4% | +31.3% |
| 1Y | +8.8% | +44.2% | -35.4% | +6.2% |
| 3Y | -13.7% | +533.0% | -546.8% | -23.1% |
| 5Y | -35.2% | +443.0% | -478.2% | -42.8% |
| All | +267.0% | +663.0% | -396.0% | +257.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling