+63.2%
PYPL vs KMB
+49.8%
+13.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +3.9% | +0.5% | +3.5% | +3.7% |
| 30D | +7.8% | +12.4% | -4.6% | +3.7% |
| 3M | -0.7% | +1.0% | -1.6% | -1.1% |
| 6M | +28.8% | +12.1% | +16.6% | +23.6% |
| YTD | +2.4% | +11.6% | -9.3% | -2.1% |
| 1Y | -9.6% | +13.1% | -22.7% | -14.0% |
| 3Y | +9.7% | +1.6% | +8.1% | +5.8% |
| 5Y | -73.5% | -0.3% | -73.1% | -74.5% |
| 10Y | +46.5% | +37.9% | +8.5% | +23.3% |
| All | +63.2% | +49.8% | +13.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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