-19.0%
PYPL vs KIM
+9.1%
-28.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -3.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -5.1% | -5.1% | 0.0% | -4.5% |
| 3M | +28.6% | -0.6% | +29.2% | +28.4% |
| 6M | +17.9% | +2.4% | +15.6% | +16.8% |
| YTD | -5.3% | +19.0% | -24.3% | -9.2% |
| 1Y | -19.0% | +8.4% | -27.4% | -23.1% |
| All | -19.0% | +9.1% | -28.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling