+169.5%
KDP vs GDDY
+207.2%
-37.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -3.7% | -3.2% | -0.5% | -3.2% |
| 30D | +6.2% | +6.8% | -0.6% | +4.8% |
| 3M | +1.2% | +30.5% | -29.2% | -4.1% |
| 6M | +15.3% | +13.3% | +2.0% | +11.5% |
| YTD | +14.8% | -21.0% | +35.8% | +17.9% |
| 1Y | +17.6% | -34.0% | +51.6% | +24.7% |
| 3Y | +2.1% | +33.1% | -30.9% | -8.2% |
| 5Y | +2.7% | +30.3% | -27.6% | -9.5% |
| All | +169.5% | +207.2% | -37.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling