+61.9%
PYPL vs KIM
+93.2%
-31.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.2% |
| 30D | +5.9% | +15.9% | -10.0% | +1.5% |
| 3M | -0.2% | +7.8% | -8.0% | -2.4% |
| 6M | +30.3% | +11.9% | +18.4% | +25.9% |
| YTD | +1.6% | +31.0% | -29.5% | -6.5% |
| 1Y | -10.3% | +32.3% | -42.6% | -17.6% |
| 3Y | +8.5% | +65.5% | -57.0% | -6.4% |
| 5Y | -71.0% | +37.2% | -108.2% | -73.7% |
| 10Y | +46.9% | +63.9% | -17.0% | +26.9% |
| All | +61.9% | +93.2% | -31.3% | +23.4% |
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