+121.9%
KRE vs PAYX
+167.8%
-45.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -1.8% | -4.9% | +3.0% | +1.2% |
| 30D | -4.5% | -3.8% | -0.7% | -2.6% |
| 3M | +2.7% | +17.9% | -15.1% | -8.4% |
| 6M | +16.9% | +26.1% | -9.2% | -1.4% |
| YTD | +15.4% | +6.7% | +8.6% | +8.0% |
| 1Y | +16.1% | -10.7% | +26.8% | +22.2% |
| 3Y | +85.7% | +7.0% | +78.8% | +68.5% |
| 5Y | +33.3% | +22.6% | +10.7% | +7.4% |
| All | +121.9% | +167.8% | -45.9% | +9.1% |
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