-10.9%
KMB vs PAYC
-53.3%
+42.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.7% |
| 7D | -2.7% | -7.9% | +5.2% | -2.4% |
| 30D | -5.0% | +2.1% | -7.2% | -5.1% |
| 3M | +6.6% | +61.8% | -55.2% | +4.3% |
| 6M | +1.0% | +59.9% | -59.0% | -1.2% |
| YTD | +6.0% | +38.5% | -32.5% | +4.3% |
| 1Y | -16.6% | -1.4% | -15.3% | -16.7% |
| 3Y | -8.6% | -21.0% | +12.4% | -8.3% |
| 5Y | -10.9% | -52.9% | +42.1% | -13.9% |
| All | -10.9% | -53.3% | +42.4% | -13.9% |
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