-48.1%
DXCM vs KGC
+226.6%
-274.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | +4.9% | -6.7% | +11.6% | +5.8% |
| 30D | -0.2% | -6.7% | +6.5% | +0.5% |
| 3M | -8.9% | -22.6% | +13.7% | -6.5% |
| 6M | +42.3% | -33.4% | +75.7% | +48.5% |
| YTD | +25.6% | -26.0% | +51.5% | +28.5% |
| 1Y | +39.5% | -18.3% | +57.8% | +40.7% |
| 3Y | -15.3% | +315.8% | -331.1% | -38.3% |
| All | -48.1% | +226.6% | -274.7% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling