+68.2%
KR vs GGLL
+163.0%
-94.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +1.5% |
| 7D | +0.8% | +2.9% | -2.1% | +0.9% |
| 30D | +11.1% | -33.1% | +44.2% | +8.9% |
| 3M | +24.4% | -31.2% | +55.6% | +22.1% |
| 6M | +8.5% | -49.4% | +57.9% | +4.8% |
| YTD | +13.1% | -26.8% | +40.0% | +13.1% |
| 1Y | +9.3% | -17.7% | +27.0% | +10.2% |
| All | +68.2% | +163.0% | -94.8% | +72.7% |
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 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