-12.9%
KMB vs CPAY
+54.3%
-67.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.6% | -2.5% | -6.1% | -8.4% |
| 30D | -7.5% | +1.3% | -8.8% | -7.6% |
| 3M | -0.6% | +13.5% | -14.1% | -1.7% |
| 6M | -1.5% | +24.7% | -26.3% | -3.4% |
| YTD | +1.6% | +34.9% | -33.3% | -1.3% |
| 1Y | -20.8% | +29.7% | -50.5% | -22.8% |
| 3Y | -12.4% | +49.4% | -61.8% | -17.1% |
| 5Y | -12.9% | +53.5% | -66.4% | -20.9% |
| All | -12.9% | +54.3% | -67.3% | -20.9% |
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