+13.8%
KMB vs CPAY
+155.3%
-141.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -7.7% | -2.7% | -5.0% | -7.4% |
| 30D | -8.2% | +0.6% | -8.8% | -8.3% |
| 3M | -1.9% | +17.0% | -18.9% | -3.6% |
| 6M | -0.7% | +24.1% | -24.8% | -3.2% |
| YTD | +1.4% | +35.7% | -34.4% | -2.6% |
| 1Y | -19.1% | +34.0% | -53.1% | -22.3% |
| 3Y | -12.6% | +50.3% | -62.8% | -18.3% |
| 5Y | -12.7% | +56.7% | -69.3% | -20.0% |
| All | +13.8% | +155.3% | -141.5% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling