+2,894.9%
DXCM vs KMB
+257.2%
+2,637.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.3% |
| 7D | -3.2% | -3.0% | -0.2% | -1.8% |
| 30D | +6.3% | -5.5% | +11.8% | +9.0% |
| 3M | +21.1% | +14.0% | +7.1% | +13.3% |
| 6M | +20.6% | +4.1% | +16.5% | +17.6% |
| YTD | +32.4% | +8.0% | +24.4% | +26.5% |
| 1Y | +8.8% | -13.7% | +22.6% | +14.4% |
| 3Y | -13.7% | -5.9% | -7.8% | -16.1% |
| 5Y | -35.2% | -8.6% | -26.6% | -37.0% |
| 10Y | +281.8% | +17.3% | +264.5% | +192.5% |
| All | +2,894.9% | +257.2% | +2,637.7% | +723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling