+164.0%
PAYX vs KIM
+32.5%
+131.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -4.9% | -1.7% | -3.1% | -4.3% |
| 30D | -3.8% | -3.0% | -0.8% | -2.8% |
| 3M | +17.9% | -8.9% | +26.7% | +21.6% |
| 6M | +26.1% | +2.4% | +23.7% | +24.7% |
| YTD | +6.7% | +18.3% | -11.6% | +0.4% |
| 1Y | -10.7% | +8.2% | -18.9% | -13.5% |
| 3Y | +7.0% | +44.0% | -37.1% | -7.0% |
| 5Y | +22.6% | +37.3% | -14.7% | +7.6% |
| All | +164.0% | +32.5% | +131.5% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling