+170.1%
KDP vs CPAY
+155.3%
+14.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -4.3% | -2.7% | -1.6% | -3.9% |
| 30D | +7.8% | +0.6% | +7.2% | +7.7% |
| 3M | -0.1% | +17.0% | -17.1% | -2.5% |
| 6M | +14.0% | +24.1% | -10.1% | +9.8% |
| YTD | +15.1% | +35.7% | -20.7% | +8.6% |
| 1Y | +18.5% | +34.0% | -15.5% | +11.9% |
| 3Y | +2.9% | +50.3% | -47.4% | -6.2% |
| 5Y | +3.0% | +56.7% | -53.7% | -8.4% |
| All | +170.1% | +155.3% | +14.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling