-35.3%
KEEL vs GDDY
+29.8%
-65.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.0% |
| 7D | +2.9% | -3.2% | +6.1% | +3.8% |
| 30D | +0.8% | +6.8% | -6.0% | -4.6% |
| 3M | -35.3% | +30.5% | -65.8% | -50.0% |
| 6M | +59.4% | +13.3% | +46.1% | +29.9% |
| YTD | +51.9% | -21.0% | +72.9% | +62.4% |
| 1Y | +75.0% | -34.0% | +109.0% | +121.2% |
| 3Y | +224.5% | +33.1% | +191.5% | +72.3% |
| All | -35.3% | +29.8% | -65.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling