+372.5%
KEY vs CPAY
+1,565.5%
-1,193.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +2.2% | +2.1% | +0.1% | +1.1% |
| 30D | -3.0% | +5.5% | -8.6% | -6.0% |
| 3M | +3.3% | +16.6% | -13.2% | -5.8% |
| 6M | +9.2% | +26.7% | -17.5% | -6.3% |
| YTD | +10.6% | +38.4% | -27.7% | -11.0% |
| 1Y | +20.4% | +30.1% | -9.7% | -0.4% |
| 3Y | +121.8% | +52.6% | +69.3% | +63.9% |
| 5Y | +41.1% | +59.0% | -17.8% | +0.1% |
| 10Y | +168.5% | +148.4% | +20.1% | +56.9% |
| All | +372.5% | +1,565.5% | -1,193.0% | +32.4% |
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 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