-17.8%
KHC vs GGLL
+328.7%
-346.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.8% | -4.8% | +3.0% | -1.7% |
| 30D | -1.9% | -13.7% | +11.8% | -1.6% |
| 3M | +14.4% | -21.9% | +36.2% | +14.7% |
| 6M | +8.7% | +11.7% | -2.9% | +8.8% |
| YTD | +7.8% | +2.3% | +5.5% | +7.9% |
| 1Y | -1.5% | +76.2% | -77.7% | -2.3% |
| 3Y | -9.9% | +245.0% | -254.9% | -12.9% |
| All | -17.8% | +328.7% | -346.5% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling