+52.7%
KMB vs PAYC
+1,229.9%
-1,177.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.3% |
| 7D | -3.0% | -2.9% | -0.2% | -2.8% |
| 30D | -5.5% | +32.8% | -38.2% | -7.6% |
| 3M | +14.0% | +69.3% | -55.3% | +9.4% |
| 6M | +4.1% | +74.0% | -69.9% | -0.5% |
| YTD | +8.0% | +46.4% | -38.4% | +4.5% |
| 1Y | -13.7% | +4.2% | -17.9% | -14.5% |
| 3Y | -5.9% | -19.7% | +13.8% | -6.3% |
| 5Y | -8.6% | -52.0% | +43.4% | -6.5% |
| 10Y | +17.3% | +356.9% | -339.6% | +0.1% |
| All | +52.7% | +1,229.9% | -1,177.2% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling