+51.4%
PYPL vs KIM
+77.5%
-26.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -4.9% | -4.0% | -0.9% | -3.8% |
| 3M | +28.9% | +0.5% | +28.3% | +28.5% |
| 6M | +18.2% | +3.6% | +14.6% | +16.7% |
| YTD | -5.0% | +20.4% | -25.5% | -10.4% |
| 1Y | -18.8% | +9.7% | -28.5% | -21.3% |
| 3Y | -12.6% | +46.0% | -58.6% | -21.9% |
| 5Y | -80.8% | +34.4% | -115.2% | -82.4% |
| 10Y | +49.9% | +29.3% | +20.6% | +42.5% |
| All | +51.4% | +77.5% | -26.2% | +18.3% |
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 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