-13.7%
KHC vs GGLL
+163.0%
-176.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.6% |
| 30D | +8.1% | -33.1% | +41.2% | +8.3% |
| 3M | 0.0% | -31.2% | +31.2% | +0.2% |
| 6M | +7.9% | -49.4% | +57.3% | +8.2% |
| YTD | +5.3% | -26.8% | +32.1% | +5.7% |
| 1Y | +5.1% | -17.7% | +22.8% | +5.6% |
| All | -13.7% | +163.0% | -176.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling