+38.3%
KMB vs CPAY
+219.9%
-181.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | +0.9% | +1.6% | -0.6% | +0.7% |
| 30D | +10.1% | +17.6% | -7.5% | +8.1% |
| 3M | 0.0% | +8.7% | -8.7% | -1.0% |
| 6M | +15.7% | +39.5% | -23.8% | +11.3% |
| YTD | +12.6% | +53.6% | -40.9% | +6.6% |
| 1Y | +10.1% | +63.3% | -53.1% | +3.4% |
| 3Y | +2.1% | +101.7% | -99.6% | -8.0% |
| 5Y | -0.7% | +91.4% | -92.0% | -11.3% |
| All | +38.3% | +219.9% | -181.6% | +17.8% |
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