+206.9%
KMB vs CPAY
+1,565.5%
-1,358.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.0% | +2.1% | -5.1% | -3.3% |
| 30D | -5.5% | +5.5% | -11.0% | -6.1% |
| 3M | +14.0% | +16.6% | -2.6% | +11.9% |
| 6M | +4.1% | +26.7% | -22.6% | +0.9% |
| YTD | +8.0% | +38.4% | -30.3% | +3.3% |
| 1Y | -13.7% | +30.1% | -43.9% | -17.0% |
| 3Y | -5.9% | +52.6% | -58.5% | -12.5% |
| 5Y | -8.6% | +59.0% | -67.6% | -16.6% |
| 10Y | +17.3% | +148.4% | -131.1% | -1.9% |
| All | +206.9% | +1,565.5% | -1,358.6% | +103.8% |
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 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