+38.2%
DXCM vs KIM
+31.2%
+7.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -9.2% | -1.0% | -8.2% | -8.8% |
| 30D | -6.5% | +14.8% | -21.3% | -10.1% |
| 3M | -10.3% | +8.1% | -18.4% | -12.2% |
| 6M | +35.4% | +11.7% | +23.8% | +32.3% |
| YTD | +21.1% | +30.7% | -9.7% | +18.0% |
| 1Y | +38.2% | +29.7% | +8.5% | +35.5% |
| All | +38.2% | +31.2% | +7.0% | +35.5% |
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 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