+149.8%
KRE vs GPC
+470.3%
-320.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | 0.0% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +5.9% | -1.8% | +7.7% | +6.9% |
| 3M | -3.3% | -6.6% | +3.3% | +0.8% |
| 6M | +5.8% | +21.3% | -15.5% | -10.8% |
| YTD | +14.7% | +4.3% | +10.5% | +5.1% |
| 1Y | +22.0% | +3.3% | +18.8% | +12.4% |
| 3Y | +91.6% | +0.8% | +90.8% | +68.3% |
| 5Y | +13.0% | +7.4% | +5.6% | -8.9% |
| 10Y | +94.0% | +79.2% | +14.7% | -4.1% |
| All | +149.8% | +470.3% | -320.6% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling