+53.8%
KEYS vs GDDY
-12.5%
+66.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -5.3% |
| 7D | -14.8% | +11.1% | -25.9% | -12.3% |
| 30D | -25.6% | +18.6% | -44.2% | -22.3% |
| 3M | -16.2% | +32.8% | -49.0% | -10.3% |
| 6M | -18.6% | +34.0% | -52.7% | -11.5% |
| YTD | +40.7% | -4.6% | +45.3% | +68.1% |
| All | +53.8% | -12.5% | +66.3% | +95.9% |
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