-18.6%
KHC vs GGLL
+188.6%
-207.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.8% |
| 7D | +1.1% | +3.1% | -2.0% | +1.1% |
| 30D | +12.0% | -36.3% | +48.3% | +12.5% |
| 3M | +0.2% | -40.4% | +40.5% | +0.8% |
| 6M | +10.3% | -54.6% | +65.0% | +11.2% |
| YTD | +6.7% | -31.1% | +37.9% | +7.2% |
| 1Y | +10.9% | -19.2% | +30.0% | +11.1% |
| 3Y | -12.6% | +151.5% | -164.2% | -15.4% |
| All | -18.6% | +188.6% | -207.3% | -18.1% |
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