+167.4%
PANW vs KIM
+43.4%
+124.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +2.0% | -1.5% | +3.5% | +2.3% |
| 30D | -11.8% | -1.7% | -10.1% | -11.6% |
| 3M | +28.6% | -7.1% | +35.7% | +30.3% |
| 6M | +104.4% | +2.9% | +101.6% | +101.6% |
| YTD | +83.8% | +18.8% | +64.9% | +74.3% |
| 1Y | +71.5% | +9.4% | +62.1% | +66.3% |
| All | +167.4% | +43.4% | +124.0% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling