+393.1%
DXCM vs KIM
+63.9%
+329.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -9.2% | -1.0% | -8.2% | -9.0% |
| 30D | -6.5% | +14.8% | -21.3% | -9.3% |
| 3M | -10.3% | +8.1% | -18.4% | -11.8% |
| 6M | +35.4% | +11.7% | +23.8% | +32.1% |
| YTD | +21.1% | +30.7% | -9.7% | +14.0% |
| 1Y | +38.2% | +29.7% | +8.5% | +30.3% |
| 3Y | -14.6% | +65.1% | -79.7% | -23.8% |
| 5Y | -49.6% | +34.7% | -84.2% | -53.3% |
| 10Y | +393.1% | +64.1% | +329.0% | +320.4% |
| All | +393.1% | +63.9% | +329.2% | +320.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling