+96.0%
KEYS vs GDDY
-29.3%
+125.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.1% |
| 7D | +2.3% | +3.7% | -1.4% | +2.8% |
| 30D | -2.6% | +10.4% | -13.0% | -1.2% |
| 3M | -4.6% | +19.4% | -24.0% | -1.9% |
| 6M | +8.7% | +14.3% | -5.5% | +12.0% |
| YTD | +61.0% | -18.4% | +79.4% | +84.7% |
| 1Y | +96.0% | -30.1% | +126.1% | +134.8% |
| All | +96.0% | -29.3% | +125.3% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling