-4.3%
KGC vs GDDY
-11.8%
+7.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.2% | +7.9% |
| 7D | -6.8% | +11.1% | -17.8% | -5.5% |
| 30D | -9.2% | +18.6% | -27.8% | -7.3% |
| 3M | -9.1% | +32.8% | -41.9% | -6.0% |
| 6M | -25.7% | +34.0% | -59.7% | -22.0% |
| YTD | -23.6% | -4.6% | -19.0% | -21.4% |
| 1Y | -4.3% | -12.5% | +8.2% | -2.7% |
| All | -4.3% | -11.8% | +7.5% | -2.7% |
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