+412.4%
DXCM vs KGC
+480.7%
-68.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.1% |
| 7D | -3.5% | +10.5% | -14.0% | -4.0% |
| 30D | -5.8% | -4.1% | -1.7% | -5.7% |
| 3M | -4.3% | -13.1% | +8.7% | -3.8% |
| 6M | +31.6% | -27.5% | +59.1% | +33.4% |
| YTD | +19.6% | -20.7% | +40.4% | +20.6% |
| 1Y | +36.9% | -6.1% | +42.9% | +36.8% |
| 3Y | -16.3% | +318.6% | -334.9% | -23.4% |
| 5Y | -50.0% | +289.9% | -340.0% | -55.0% |
| All | +412.4% | +480.7% | -68.2% | +409.6% |
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