-53.9%
PAYC vs KIM
+37.3%
-91.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -8.7% | -1.0% | -7.8% | -8.3% |
| 30D | +1.2% | -1.1% | +2.2% | +1.7% |
| 3M | +58.6% | -5.3% | +63.9% | +62.9% |
| 6M | +56.6% | +3.9% | +52.7% | +51.8% |
| YTD | +36.2% | +20.3% | +16.0% | +21.0% |
| 1Y | -2.2% | +10.4% | -12.6% | -8.8% |
| 3Y | -22.3% | +46.3% | -68.6% | -39.9% |
| 5Y | -53.9% | +37.6% | -91.4% | -61.4% |
| All | -53.9% | +37.3% | -91.2% | -61.4% |
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 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