+34.5%
KEY vs GDDY
+29.8%
+4.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | -3.7% | +6.8% | -10.5% | -5.5% |
| 3M | -1.3% | +30.5% | -31.7% | -9.1% |
| 6M | +13.3% | +13.3% | 0.0% | +7.3% |
| YTD | +9.0% | -21.0% | +29.9% | +14.6% |
| 1Y | +18.7% | -34.0% | +52.7% | +32.3% |
| 3Y | +125.3% | +33.1% | +92.2% | +91.6% |
| All | +34.5% | +29.8% | +4.7% | +25.3% |
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