+639.5%
KR vs CPAY
+1,532.9%
-893.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | +5.1% | -0.4% | +5.4% | +5.1% |
| 3M | -8.2% | +16.4% | -24.5% | -9.1% |
| 6M | -18.0% | +23.5% | -41.5% | -19.3% |
| YTD | -4.8% | +35.7% | -40.4% | -7.2% |
| 1Y | -11.0% | +30.2% | -41.2% | -13.1% |
| 3Y | +37.7% | +49.7% | -12.1% | +31.5% |
| 5Y | +52.8% | +56.6% | -3.8% | +43.9% |
| 10Y | +128.8% | +153.8% | -25.0% | +96.0% |
| All | +639.5% | +1,532.9% | -893.4% | +370.6% |
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