+89.7%
KRE vs GPC
+80.0%
+9.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +5.9% | -1.8% | +7.7% | +6.7% |
| 3M | -3.3% | -6.6% | +3.3% | 0.0% |
| 6M | +5.8% | +21.3% | -15.5% | -7.7% |
| YTD | +14.7% | +4.3% | +10.5% | +7.2% |
| 1Y | +22.0% | +3.3% | +18.8% | +14.5% |
| 3Y | +91.6% | +0.8% | +90.8% | +73.2% |
| 5Y | +13.0% | +7.4% | +5.6% | -5.0% |
| All | +89.7% | +80.0% | +9.8% | +10.8% |
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 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