+24,230.1%
PAYX vs KIM
+3,054.9%
+21,175.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -7.5% | -1.0% | -6.5% | -7.2% |
| 30D | -5.3% | -1.1% | -4.2% | -5.0% |
| 3M | +15.6% | -5.3% | +20.9% | +17.4% |
| 6M | +19.5% | +3.9% | +15.5% | +17.9% |
| YTD | +5.8% | +20.3% | -14.5% | 0.0% |
| 1Y | -10.9% | +10.4% | -21.3% | -13.7% |
| 3Y | +5.4% | +46.3% | -40.9% | -6.8% |
| 5Y | +20.4% | +37.6% | -17.2% | +7.7% |
| 10Y | +164.1% | +34.5% | +129.6% | +119.7% |
| All | +24,230.1% | +3,054.9% | +21,175.2% | +12,331.5% |
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