+155.2%
KEYS vs GDDY
+30.8%
+124.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.9% |
| 7D | +3.5% | -3.2% | +6.7% | +3.6% |
| 30D | -4.5% | +6.8% | -11.3% | -5.1% |
| 3M | -0.4% | +30.5% | -30.9% | -5.0% |
| 6M | +19.1% | +13.3% | +5.8% | +15.5% |
| YTD | +66.7% | -21.0% | +87.6% | +78.7% |
| 1Y | +96.5% | -34.0% | +130.5% | +122.8% |
| 3Y | +155.2% | +33.1% | +122.1% | +126.9% |
| All | +155.2% | +30.8% | +124.4% | +126.9% |
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 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