-1.3%
KMB vs PAYC
-49.7%
+48.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.8% |
| 7D | +0.1% | -9.5% | +9.6% | +0.5% |
| 30D | +10.2% | +3.3% | +7.0% | +10.1% |
| 3M | +1.5% | +14.5% | -13.1% | +0.9% |
| 6M | +16.6% | +76.0% | -59.4% | +13.6% |
| YTD | +12.1% | +53.4% | -41.3% | +9.8% |
| 1Y | +11.1% | +43.8% | -32.7% | +9.1% |
| 3Y | +1.9% | +45.3% | -43.4% | 0.0% |
| 5Y | -1.3% | -48.9% | +47.6% | -4.4% |
| All | -1.3% | -49.7% | +48.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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