+177.6%
KEEL vs GDDY
-29.3%
+206.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +2.7% |
| 7D | +7.8% | +3.7% | +4.1% | +9.4% |
| 30D | -11.7% | +10.4% | -22.1% | -7.4% |
| 3M | -41.5% | +19.4% | -60.9% | -36.4% |
| 6M | +54.9% | +14.3% | +40.6% | +68.0% |
| YTD | +47.7% | -18.4% | +66.0% | +79.8% |
| 1Y | +177.6% | -30.1% | +207.7% | +327.2% |
| All | +177.6% | -29.3% | +206.9% | +327.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling