+150.8%
KRE vs GPN
+297.9%
-147.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -1.4% | -3.5% | +2.1% | +0.3% |
| 30D | -3.9% | +3.1% | -7.0% | -5.7% |
| 3M | +3.6% | +42.3% | -38.7% | -14.5% |
| 6M | +15.4% | +20.9% | -5.5% | +2.3% |
| YTD | +15.2% | +15.2% | 0.0% | +3.1% |
| 1Y | +16.5% | +5.4% | +11.0% | +8.6% |
| 3Y | +85.2% | -27.4% | +112.5% | +102.9% |
| 5Y | +33.1% | -44.2% | +77.3% | +61.2% |
| 10Y | +123.1% | +27.4% | +95.7% | +68.8% |
| All | +150.8% | +297.9% | -147.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling