-50.1%
DXCM vs KMB
-0.3%
-49.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.7% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | -5.8% | +12.4% | -18.2% | -7.6% |
| 3M | -4.3% | +1.0% | -5.3% | -4.6% |
| 6M | +31.6% | +12.1% | +19.4% | +28.9% |
| YTD | +19.6% | +11.6% | +8.0% | +17.2% |
| 1Y | +36.9% | +13.1% | +23.8% | +33.8% |
| 3Y | -16.3% | +1.6% | -17.8% | -20.3% |
| All | -50.1% | -0.3% | -49.8% | -52.5% |
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