+73.3%
PANW vs KIM
+9.1%
+64.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.1% |
| 7D | -10.3% | -0.8% | -9.6% | -10.4% |
| 30D | -8.1% | -5.1% | -3.0% | -8.9% |
| 3M | +19.3% | -0.6% | +20.0% | +19.1% |
| 6M | +110.2% | +2.4% | +107.8% | +108.3% |
| YTD | +80.9% | +19.0% | +61.9% | +79.8% |
| 1Y | +73.3% | +8.4% | +64.8% | +71.7% |
| All | +73.3% | +9.1% | +64.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling