+4.4%
KDP vs CPAY
+48.3%
-43.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | +9.5% | +1.3% | +8.2% | +9.4% |
| 3M | +2.6% | +13.5% | -10.9% | +1.4% |
| 6M | +15.6% | +24.7% | -9.1% | +12.9% |
| YTD | +17.3% | +34.9% | -17.6% | +13.0% |
| 1Y | +20.1% | +29.7% | -9.6% | +16.3% |
| All | +4.4% | +48.3% | -43.9% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling