+1,670.2%
KMB vs PAYX
+35,064.1%
-33,393.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.8% |
| 7D | -8.6% | -7.5% | -1.1% | -7.5% |
| 30D | -7.5% | -5.3% | -2.2% | -6.7% |
| 3M | -0.6% | +15.6% | -16.3% | -3.0% |
| 6M | -1.5% | +19.5% | -21.0% | -4.5% |
| YTD | +1.6% | +5.8% | -4.2% | +0.3% |
| 1Y | -20.8% | -10.9% | -9.9% | -19.6% |
| 3Y | -12.4% | +5.4% | -17.8% | -13.9% |
| 5Y | -12.9% | +20.4% | -33.3% | -16.8% |
| 10Y | +14.7% | +164.1% | -149.4% | -3.8% |
| All | +1,670.2% | +35,064.1% | -33,393.9% | +855.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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