+6.6%
KDP vs GGLL
+210.8%
-204.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.6% |
| 7D | -0.8% | +7.7% | -8.5% | -0.9% |
| 30D | +9.7% | -30.2% | +39.9% | +10.3% |
| 3M | +17.6% | -31.3% | +48.9% | +18.3% |
| 6M | +25.8% | -52.1% | +77.9% | +27.4% |
| YTD | +33.9% | -25.9% | +59.7% | +33.7% |
| 1Y | +38.9% | -8.5% | +47.3% | +37.7% |
| 3Y | +26.8% | +165.5% | -138.8% | +17.0% |
| All | +6.6% | +210.8% | -204.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 5y: compounded portfolio wealth divided by compounded GGLL 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…
5y analysis · Full analysis span regression · 6 months rolling