+21.5%
KRE vs GPC
+2.0%
+19.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.2% |
| 30D | +4.9% | -4.5% | +9.4% | +5.6% |
| 3M | -4.5% | -7.7% | +3.2% | -3.3% |
| 6M | +7.7% | +24.3% | -16.7% | +2.4% |
| YTD | +14.5% | +3.5% | +11.1% | +4.9% |
| 1Y | +21.5% | +0.7% | +20.8% | +12.3% |
| All | +21.5% | +2.0% | +19.5% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling