+1,450.8%
PAYC vs KIM
+94.5%
+1,356.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +32.8% | -4.0% | +36.7% | +34.9% |
| 3M | +69.3% | +0.5% | +68.7% | +68.5% |
| 6M | +74.0% | +3.6% | +70.4% | +70.2% |
| YTD | +46.4% | +20.4% | +26.0% | +33.6% |
| 1Y | +4.2% | +9.7% | -5.5% | -0.9% |
| 3Y | -19.7% | +46.0% | -65.7% | -33.6% |
| 5Y | -52.0% | +34.4% | -86.5% | -58.9% |
| 10Y | +356.9% | +29.3% | +327.6% | +240.5% |
| All | +1,450.8% | +94.5% | +1,356.3% | +1,002.2% |
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