+384.5%
DXCM vs KMB
+39.0%
+345.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.9% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | -0.2% | +10.1% | -10.2% | -2.3% |
| 3M | -8.9% | 0.0% | -8.9% | -9.0% |
| 6M | +42.3% | +15.7% | +26.6% | +37.5% |
| YTD | +25.6% | +12.6% | +12.9% | +21.8% |
| 1Y | +39.5% | +10.1% | +29.4% | +36.0% |
| 3Y | -15.3% | +2.1% | -17.4% | -18.1% |
| 5Y | -48.4% | -0.7% | -47.8% | -50.1% |
| All | +384.5% | +39.0% | +345.6% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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