+63.8%
PYPL vs KIM
+92.7%
-28.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | +6.1% | +14.8% | -8.7% | +2.0% |
| 3M | +1.1% | +8.1% | -7.1% | -1.2% |
| 6M | +32.7% | +11.7% | +21.1% | +28.3% |
| YTD | +2.8% | +30.7% | -28.0% | -5.3% |
| 1Y | -10.8% | +29.7% | -40.5% | -17.6% |
| 3Y | +9.8% | +65.1% | -55.3% | -5.2% |
| 5Y | -70.2% | +34.7% | -104.9% | -73.0% |
| 10Y | +50.1% | +64.1% | -14.0% | +29.5% |
| All | +63.8% | +92.7% | -28.9% | +25.0% |
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