+1,248.2%
PANW vs KIM
+32.5%
+1,215.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.8% | -1.7% | +1.0% | -0.4% |
| 30D | -14.6% | -3.0% | -11.6% | -14.1% |
| 3M | +18.3% | -8.9% | +27.2% | +20.3% |
| 6M | +100.5% | +2.4% | +98.1% | +98.8% |
| YTD | +79.5% | +18.3% | +61.2% | +72.6% |
| 1Y | +66.7% | +8.2% | +58.5% | +63.2% |
| 3Y | +161.2% | +44.0% | +117.2% | +139.5% |
| 5Y | +322.2% | +37.3% | +284.9% | +289.3% |
| All | +1,248.2% | +32.5% | +1,215.7% | +1,057.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling