-19.3%
KHC vs GGLL
+195.8%
-215.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -2.0% | +6.3% | -8.4% | -2.1% |
| 30D | +9.7% | -35.1% | +44.8% | +10.2% |
| 3M | -2.0% | -37.7% | +35.7% | -1.5% |
| 6M | +5.4% | -54.1% | +59.5% | +6.2% |
| YTD | +5.9% | -29.4% | +35.3% | +6.4% |
| 1Y | +7.5% | -13.4% | +20.9% | +7.6% |
| 3Y | -12.4% | +158.3% | -170.7% | -15.2% |
| All | -19.3% | +195.8% | -215.1% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling