+12.5%
KHC vs GGLL
-11.6%
+24.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.8% | +3.7% |
| 7D | +6.6% | -23.1% | +29.7% | +6.7% |
| 30D | +16.5% | -32.9% | +49.4% | +16.8% |
| 3M | -3.0% | -44.9% | +41.9% | -2.3% |
| 6M | +17.4% | -49.5% | +66.9% | +17.8% |
| YTD | +10.3% | -28.9% | +39.2% | +12.1% |
| 1Y | +12.5% | -12.2% | +24.7% | +15.8% |
| All | +12.5% | -11.6% | +24.1% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling