+252.9%
DXCM vs KIM
+29.1%
+223.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.0% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | -0.3% | -1.7% | +1.5% | +0.1% |
| 3M | +10.3% | -0.8% | +11.1% | +10.5% |
| 6M | +24.1% | +4.4% | +19.7% | +22.9% |
| YTD | +27.4% | +21.2% | +6.1% | +21.8% |
| 1Y | +8.4% | +10.5% | -2.2% | +5.8% |
| 3Y | -19.0% | +47.5% | -66.5% | -26.4% |
| 5Y | -38.6% | +37.1% | -75.7% | -43.1% |
| 10Y | +252.9% | +29.5% | +223.5% | +247.8% |
| All | +252.9% | +29.1% | +223.8% | +247.8% |
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 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