-13.2%
PYPL vs KMI
+119.2%
-132.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.1% | -3.6% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -9.7% | +3.7% | -13.4% | -10.6% |
| 3M | +29.2% | +3.2% | +26.0% | +27.9% |
| 6M | +13.9% | -3.0% | +16.9% | +14.4% |
| YTD | -8.1% | +19.7% | -27.8% | -14.0% |
| 1Y | -21.4% | +25.6% | -47.0% | -28.0% |
| All | -13.2% | +119.2% | -132.3% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 3y: compounded portfolio wealth divided by compounded KMI 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…
3y analysis · Full analysis span regression · 6 months rolling