+423.1%
DXCM vs KIM
+65.6%
+357.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | -4.4% | +2.8% | -7.2% | -4.9% |
| 30D | -3.6% | +16.3% | -20.0% | -6.8% |
| 3M | -4.3% | +6.6% | -11.0% | -5.7% |
| 6M | +33.8% | +12.3% | +21.4% | +30.3% |
| YTD | +22.1% | +31.6% | -9.4% | +14.9% |
| 1Y | +47.4% | +31.5% | +15.9% | +38.6% |
| 3Y | -12.3% | +68.0% | -80.3% | -22.1% |
| 5Y | -49.1% | +38.7% | -87.8% | -53.1% |
| 10Y | +423.1% | +65.7% | +357.4% | +343.5% |
| All | +423.1% | +65.6% | +357.5% | +343.5% |
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