+38.8%
PYPL vs KIM
+29.7%
+9.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -4.3% | -1.0% | -3.4% | -4.1% |
| 30D | -11.5% | -1.1% | -10.4% | -11.2% |
| 3M | +26.1% | -5.3% | +31.5% | +27.9% |
| 6M | +13.7% | +3.9% | +9.7% | +12.2% |
| YTD | -9.8% | +20.3% | -30.1% | -14.7% |
| 1Y | -22.1% | +10.4% | -32.5% | -24.5% |
| 3Y | -13.5% | +46.3% | -59.8% | -22.4% |
| 5Y | -81.6% | +37.6% | -119.2% | -83.2% |
| 10Y | +38.8% | +34.5% | +4.3% | +17.3% |
| All | +38.8% | +29.7% | +9.1% | +17.3% |
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