-49.6%
DXCM vs KMB
-3.2%
-46.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -3.6% | -3.0% | -0.7% | -3.1% |
| 30D | -4.3% | +9.1% | -13.4% | -5.8% |
| 3M | -10.4% | -0.4% | -9.9% | -10.4% |
| 6M | +33.1% | +13.0% | +20.1% | +30.3% |
| YTD | +22.6% | +10.3% | +12.3% | +20.3% |
| 1Y | +36.5% | +8.2% | +28.3% | +34.3% |
| 3Y | -13.5% | +0.4% | -13.8% | -17.6% |
| 5Y | -49.6% | -2.7% | -46.9% | -52.6% |
| All | -49.6% | -3.2% | -46.4% | -52.6% |
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 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