+124.1%
KEY vs GDDY
+28.5%
+95.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | -1.8% | -7.0% | +5.2% | -0.7% |
| 30D | -3.3% | +6.2% | -9.5% | -4.6% |
| 3M | -0.2% | +20.0% | -20.2% | -4.8% |
| 6M | +12.1% | +6.8% | +5.3% | +9.1% |
| YTD | +8.4% | -22.3% | +30.7% | +15.4% |
| 1Y | +17.6% | -33.5% | +51.2% | +31.4% |
| All | +124.1% | +28.5% | +95.6% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling