+714.4%
KDP vs CPAY
+1,565.5%
-851.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.3% | +2.1% | -0.8% | +1.0% |
| 30D | +6.0% | +5.5% | +0.4% | +5.2% |
| 3M | +9.2% | +16.6% | -7.4% | +6.7% |
| 6M | +14.7% | +26.7% | -12.0% | +10.4% |
| YTD | +19.2% | +38.4% | -19.2% | +12.7% |
| 1Y | +15.2% | +30.1% | -15.0% | +9.8% |
| 3Y | +6.0% | +52.6% | -46.6% | -2.7% |
| 5Y | +5.4% | +59.0% | -53.5% | -5.2% |
| 10Y | +171.9% | +148.4% | +23.5% | +126.0% |
| All | +714.4% | +1,565.5% | -851.1% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling