+127.2%
KR vs GPC
+87.0%
+40.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | +1.9% | +0.1% | +1.9% | +1.9% |
| 3M | -11.0% | +37.4% | -48.4% | -15.4% |
| 6M | -20.2% | +25.4% | -45.6% | -23.2% |
| YTD | -7.3% | +12.2% | -19.5% | -9.3% |
| 1Y | -13.1% | -0.3% | -12.8% | -13.5% |
| 3Y | +29.7% | -1.6% | +31.3% | +27.5% |
| 5Y | +48.8% | +31.0% | +17.8% | +39.0% |
| All | +127.2% | +87.0% | +40.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling