+65.4%
PYPL vs KIM
+93.9%
-28.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.1% |
| 7D | +2.2% | +2.8% | -0.7% | +1.4% |
| 30D | +8.1% | +16.3% | -8.2% | +3.5% |
| 3M | +1.9% | +6.6% | -4.7% | 0.0% |
| 6M | +33.1% | +12.3% | +20.8% | +28.4% |
| YTD | +3.8% | +31.6% | -27.8% | -4.5% |
| 1Y | -8.3% | +31.5% | -39.8% | -15.7% |
| 3Y | +11.9% | +68.0% | -56.1% | -3.9% |
| 5Y | -70.4% | +38.7% | -109.1% | -73.3% |
| 10Y | +47.2% | +65.7% | -18.6% | +26.5% |
| All | +65.4% | +93.9% | -28.5% | +26.0% |
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