+85.7%
KRE vs GPN
-27.6%
+113.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.8% | -4.6% | +2.8% | -0.2% |
| 30D | -4.5% | -0.3% | -4.2% | -4.6% |
| 3M | +2.7% | +35.4% | -32.7% | -8.8% |
| 6M | +16.9% | +21.7% | -4.8% | +7.1% |
| YTD | +15.4% | +14.9% | +0.5% | +7.6% |
| 1Y | +16.1% | +3.2% | +12.9% | +13.3% |
| 3Y | +85.7% | -27.1% | +112.9% | +108.4% |
| All | +85.7% | -27.6% | +113.3% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling