+59.4%
KEEL vs GDDY
+7.3%
+52.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +4.9% |
| 7D | +2.9% | -3.2% | +6.1% | +1.5% |
| 30D | +0.8% | +6.8% | -6.0% | +7.1% |
| 3M | -35.3% | +30.5% | -65.8% | -22.3% |
| 6M | +59.4% | +13.3% | +46.1% | +84.2% |
| All | +59.4% | +7.3% | +52.1% | +84.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling