+142.7%
KEY vs GDDY
+364.4%
-221.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.6% | +0.5% |
| 7D | +2.7% | -7.6% | +10.4% | +4.9% |
| 30D | -3.2% | +2.0% | -5.2% | -4.2% |
| 3M | +1.0% | +15.1% | -14.1% | -4.8% |
| 6M | +11.9% | -1.1% | +13.0% | +9.3% |
| YTD | +8.7% | -25.1% | +33.8% | +14.6% |
| 1Y | +18.5% | -37.3% | +55.7% | +31.7% |
| 3Y | +124.0% | +24.5% | +99.4% | +97.2% |
| 5Y | +40.8% | +23.5% | +17.3% | +21.9% |
| 10Y | +167.0% | +185.0% | -18.0% | +85.6% |
| All | +142.7% | +364.4% | -221.7% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling