+85.7%
KRE vs CPAY
+49.1%
+36.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.8% | -2.0% | +0.1% | -1.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | +2.7% | +16.4% | -13.6% | -4.2% |
| 6M | +16.9% | +23.5% | -6.7% | +5.3% |
| YTD | +15.4% | +35.7% | -20.3% | -2.1% |
| 1Y | +16.1% | +30.2% | -14.1% | +0.4% |
| 3Y | +85.7% | +49.7% | +36.0% | +36.4% |
| All | +85.7% | +49.1% | +36.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling