+84.1%
KR vs GPC
+4.3%
+79.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +4.6% | +0.4% | +4.1% | +4.5% |
| 30D | +12.2% | -6.3% | +18.5% | +13.5% |
| 3M | +24.6% | -8.2% | +32.7% | +26.4% |
| 6M | +8.2% | +27.1% | -18.9% | +3.8% |
| YTD | +15.3% | +3.1% | +12.1% | +14.3% |
| 1Y | +9.8% | +0.1% | +9.7% | +9.3% |
| 3Y | +71.4% | +0.2% | +71.1% | +66.5% |
| All | +84.1% | +4.3% | +79.7% | +72.4% |
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