+13.0%
KEY vs CPAY
+88.9%
-75.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -0.5% | +10.4% | -10.9% | -6.0% |
| 30D | +6.7% | +16.2% | -9.4% | -2.0% |
| 3M | -4.6% | +13.7% | -18.3% | -11.5% |
| 6M | +2.6% | +35.2% | -32.7% | -14.3% |
| YTD | +7.0% | +53.5% | -46.5% | -19.5% |
| 1Y | +23.5% | +58.9% | -35.5% | -9.4% |
| 3Y | +126.4% | +99.8% | +26.6% | +35.2% |
| 5Y | +13.0% | +93.3% | -80.2% | -34.4% |
| All | +13.0% | +88.9% | -75.9% | -34.4% |
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