-36.3%
DXCM vs KMB
-8.4%
-27.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -3.2% | -3.0% | -0.2% | -2.8% |
| 30D | +6.3% | -5.5% | +11.8% | +7.2% |
| 3M | +21.1% | +14.0% | +7.1% | +18.7% |
| 6M | +20.6% | +4.1% | +16.5% | +19.5% |
| YTD | +32.4% | +8.0% | +24.4% | +30.7% |
| 1Y | +8.8% | -13.7% | +22.6% | +10.7% |
| 3Y | -13.7% | -5.9% | -7.8% | -15.8% |
| All | -36.3% | -8.4% | -27.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling