+52.0%
KR vs GPN
-44.5%
+96.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -4.3% | +4.2% | -0.1% |
| 30D | +5.1% | 0.0% | +5.0% | +5.1% |
| 3M | -8.2% | +35.8% | -44.0% | -8.7% |
| 6M | -18.0% | +22.0% | -40.0% | -18.3% |
| YTD | -4.8% | +15.2% | -20.0% | -5.0% |
| 1Y | -11.0% | +3.5% | -14.5% | -11.0% |
| 3Y | +37.7% | -26.9% | +64.6% | +40.3% |
| All | +52.0% | -44.5% | +96.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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