-16.3%
DXCM vs KMB
+2.8%
-19.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.8% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | -5.8% | +12.4% | -18.2% | -6.8% |
| 3M | -4.3% | +1.0% | -5.3% | -4.6% |
| 6M | +31.6% | +12.1% | +19.4% | +30.5% |
| YTD | +19.6% | +11.6% | +8.0% | +18.6% |
| 1Y | +36.9% | +13.1% | +23.8% | +35.8% |
| 3Y | -16.3% | +1.6% | -17.8% | -22.3% |
| All | -16.3% | +2.8% | -19.0% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling