+152.4%
KRE vs PAYC
+1,158.0%
-1,005.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | 0.0% |
| 7D | +2.3% | -7.9% | +10.2% | +4.2% |
| 30D | -2.5% | +2.1% | -4.6% | -3.1% |
| 3M | +6.2% | +61.8% | -55.5% | -6.3% |
| 6M | +15.8% | +59.9% | -44.1% | +1.6% |
| YTD | +16.0% | +38.5% | -22.5% | +4.9% |
| 1Y | +16.2% | -1.4% | +17.5% | +13.8% |
| 3Y | +86.4% | -21.0% | +107.4% | +84.2% |
| 5Y | +33.0% | -52.9% | +85.9% | +43.8% |
| 10Y | +123.0% | +332.8% | -209.8% | +54.2% |
| All | +152.4% | +1,158.0% | -1,005.7% | +54.8% |
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