+1,565.7%
PAYC vs KIM
+109.8%
+1,455.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | +5.2% | +13.4% | -8.3% | -0.5% |
| 3M | +18.0% | +6.5% | +11.4% | +14.6% |
| 6M | +81.6% | +10.6% | +71.0% | +72.9% |
| YTD | +57.3% | +29.9% | +27.3% | +38.7% |
| 1Y | +49.8% | +29.6% | +20.3% | +32.3% |
| 3Y | +49.0% | +64.1% | -15.1% | +17.6% |
| 5Y | -47.8% | +35.3% | -83.1% | -55.4% |
| 10Y | +515.8% | +63.1% | +452.7% | +316.9% |
| All | +1,565.7% | +109.8% | +1,455.9% | +1,044.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling