+316.7%
PANW vs KIM
+35.9%
+280.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.8% | -1.7% | +1.0% | -0.3% |
| 30D | -14.6% | -3.0% | -11.6% | -13.9% |
| 3M | +18.3% | -8.9% | +27.2% | +21.2% |
| 6M | +100.5% | +2.4% | +98.1% | +97.7% |
| YTD | +79.5% | +18.3% | +61.2% | +68.7% |
| 1Y | +66.7% | +8.2% | +58.5% | +61.2% |
| 3Y | +161.2% | +44.0% | +117.2% | +126.8% |
| All | +316.7% | +35.9% | +280.8% | +277.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling