+44.6%
DXCM vs KIM
+33.1%
+11.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.1% | +5.4% |
| 7D | +12.5% | +10.6% | +1.9% | +9.1% |
| 30D | +1.8% | +17.5% | -15.7% | -3.0% |
| 3M | +1.8% | +4.7% | -2.9% | +0.6% |
| 6M | +47.4% | +13.1% | +34.2% | +43.0% |
| YTD | +33.3% | +32.1% | +1.2% | +27.5% |
| 1Y | +44.6% | +32.7% | +12.0% | +37.8% |
| All | +44.6% | +33.1% | +11.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling