+177.9%
KO vs PAYX
+166.4%
+11.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.1% | -7.9% | +6.8% | +1.8% |
| 30D | +1.6% | -5.0% | +6.6% | +3.3% |
| 3M | +5.8% | +15.1% | -9.4% | +0.2% |
| 6M | +14.3% | +23.9% | -9.6% | +4.9% |
| YTD | +27.3% | +6.2% | +21.1% | +23.3% |
| 1Y | +33.2% | -9.6% | +42.8% | +37.1% |
| 3Y | +64.5% | +5.8% | +58.6% | +55.3% |
| 5Y | +83.1% | +22.0% | +61.2% | +58.5% |
| All | +177.9% | +166.4% | +11.5% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling