+2,894.9%
DXCM vs KIM
+142.2%
+2,752.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | +6.3% | -4.0% | +10.3% | +8.0% |
| 3M | +21.1% | +0.5% | +20.5% | +20.7% |
| 6M | +20.6% | +3.6% | +17.0% | +18.8% |
| YTD | +32.4% | +20.4% | +12.0% | +22.9% |
| 1Y | +8.8% | +9.7% | -0.9% | +4.7% |
| 3Y | -13.7% | +46.0% | -59.7% | -27.3% |
| 5Y | -35.2% | +34.4% | -69.6% | -44.0% |
| 10Y | +281.8% | +29.3% | +252.5% | +190.6% |
| All | +2,894.9% | +142.2% | +2,752.7% | +1,720.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling