+294.5%
KEEL vs GDDY
+54.7%
+239.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.1% |
| 7D | +2.9% | -3.2% | +6.1% | +3.7% |
| 30D | +0.8% | +6.8% | -6.0% | -3.5% |
| 3M | -35.3% | +30.5% | -65.8% | -46.5% |
| 6M | +59.4% | +13.3% | +46.1% | +37.4% |
| YTD | +51.9% | -21.0% | +72.9% | +56.7% |
| 1Y | +75.0% | -34.0% | +109.0% | +101.1% |
| 3Y | +224.5% | +33.1% | +191.5% | +144.0% |
| 5Y | -35.9% | +30.3% | -66.2% | -48.4% |
| All | +294.5% | +54.7% | +239.8% | +291.4% |
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