+81.6%
PAYC vs KIM
+11.0%
+70.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.6% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +5.2% | +13.4% | -8.3% | +5.2% |
| 3M | +18.0% | +6.5% | +11.4% | +16.7% |
| 6M | +81.6% | +10.6% | +71.0% | +88.2% |
| All | +81.6% | +11.0% | +70.7% | +88.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling