-81.1%
PYPL vs KIM
+37.7%
-118.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.6% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -9.7% | -1.7% | -8.0% | -8.9% |
| 3M | +29.2% | -0.8% | +30.0% | +29.3% |
| 6M | +13.9% | +4.4% | +9.5% | +10.0% |
| YTD | -8.1% | +21.2% | -29.3% | -19.5% |
| 1Y | -21.4% | +10.5% | -31.9% | -27.1% |
| 3Y | -11.8% | +47.5% | -59.3% | -33.9% |
| 5Y | -81.1% | +37.1% | -118.2% | -84.9% |
| All | -81.1% | +37.7% | -118.9% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling