+40.8%
KEY vs CPAY
+56.4%
-15.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.5% |
| 7D | +2.7% | +0.6% | +2.2% | +2.4% |
| 30D | -3.2% | +3.6% | -6.8% | -5.2% |
| 3M | +1.0% | +16.6% | -15.7% | -7.9% |
| 6M | +11.9% | +29.5% | -17.6% | -5.2% |
| YTD | +8.7% | +35.3% | -26.6% | -11.8% |
| 1Y | +18.5% | +30.6% | -12.2% | -2.4% |
| 3Y | +124.0% | +49.7% | +74.2% | +62.7% |
| 5Y | +40.8% | +54.4% | -13.6% | -7.7% |
| All | +40.8% | +56.4% | -15.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling