+52.0%
KR vs CPAY
+55.3%
-3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | +5.1% | -0.4% | +5.4% | +5.1% |
| 3M | -8.2% | +16.4% | -24.5% | -8.7% |
| 6M | -18.0% | +23.5% | -41.5% | -18.8% |
| YTD | -4.8% | +35.7% | -40.4% | -6.4% |
| 1Y | -11.0% | +30.2% | -41.2% | -12.4% |
| 3Y | +37.7% | +49.7% | -12.1% | +31.2% |
| All | +52.0% | +55.3% | -3.3% | +36.3% |
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