+62.2%
PANW vs KIM
+33.1%
+29.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | +0.6% |
| 7D | -11.8% | +10.6% | -22.4% | -8.7% |
| 30D | -14.4% | +17.5% | -31.9% | -9.9% |
| 3M | -5.0% | +4.7% | -9.7% | -2.6% |
| 6M | +88.6% | +13.1% | +75.4% | +94.8% |
| YTD | +88.9% | +32.1% | +56.9% | +94.2% |
| 1Y | +62.2% | +32.7% | +29.6% | +66.4% |
| All | +62.2% | +33.1% | +29.1% | +66.4% |
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