+317.0%
KRE vs CPAY
+1,524.4%
-1,207.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | -2.5% | +1.4% | +0.2% |
| 30D | -3.4% | +1.3% | -4.7% | -4.1% |
| 3M | +3.7% | +13.5% | -9.8% | -3.1% |
| 6M | +14.8% | +24.7% | -10.0% | +1.1% |
| YTD | +14.7% | +34.9% | -20.3% | -4.2% |
| 1Y | +16.0% | +29.7% | -13.7% | -1.6% |
| 3Y | +84.3% | +49.4% | +34.9% | +42.8% |
| 5Y | +30.9% | +53.5% | -22.6% | -2.1% |
| 10Y | +122.0% | +152.5% | -30.5% | +32.9% |
| All | +317.0% | +1,524.4% | -1,207.4% | +17.2% |
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