-5.1%
KDP vs GGLL
+328.7%
-333.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +1.3% | -4.8% | +6.0% | +1.4% |
| 30D | +6.0% | -13.7% | +19.7% | +6.3% |
| 3M | +9.2% | -21.9% | +31.0% | +9.7% |
| 6M | +14.7% | +11.7% | +3.0% | +14.0% |
| YTD | +19.2% | +2.3% | +16.9% | +18.6% |
| 1Y | +15.2% | +76.2% | -61.0% | +12.4% |
| 3Y | +6.0% | +245.0% | -239.0% | -2.3% |
| All | -5.1% | +328.7% | -333.8% | -13.2% |
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