-19.9%
KHC vs GGLL
+194.0%
-213.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.1% | +5.1% | -6.2% | -1.2% |
| 30D | +8.8% | -35.5% | +44.3% | +9.4% |
| 3M | -1.2% | -39.2% | +37.9% | -0.7% |
| 6M | +4.6% | -54.4% | +59.0% | +5.4% |
| YTD | +5.1% | -29.8% | +35.0% | +5.6% |
| 1Y | +6.2% | -20.4% | +26.6% | +6.5% |
| 3Y | -12.9% | +149.7% | -162.6% | -15.6% |
| All | -19.9% | +194.0% | -213.9% | -19.3% |
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