+20.4%
KWEB vs CPAY
+352.0%
-331.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -2.0% | -3.6% | -4.8% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | -7.4% | +16.4% | -23.8% | -13.1% |
| 6M | -19.3% | +23.5% | -42.8% | -26.6% |
| YTD | -27.8% | +35.7% | -63.4% | -37.3% |
| 1Y | -35.9% | +30.2% | -66.1% | -43.7% |
| 3Y | -1.9% | +49.7% | -51.7% | -21.6% |
| 5Y | -43.2% | +56.6% | -99.7% | -56.0% |
| 10Y | -21.2% | +153.8% | -175.0% | -54.2% |
| All | +20.4% | +352.0% | -331.6% | -43.1% |
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