+47.4%
KR vs GPC
+30.4%
+17.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -3.1% | -0.6% | -2.4% | -3.0% |
| 30D | +0.6% | +1.3% | -0.7% | +0.4% |
| 3M | -9.8% | +37.1% | -46.9% | -14.4% |
| 6M | -22.1% | +23.2% | -45.3% | -24.9% |
| YTD | -8.1% | +13.1% | -21.2% | -10.2% |
| 1Y | -14.7% | +0.9% | -15.5% | -15.1% |
| 3Y | +28.6% | -0.8% | +29.4% | +26.3% |
| All | +47.4% | +30.4% | +17.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling