+526.0%
KGC vs GDDY
+30.8%
+495.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -5.6% | -3.2% | -2.4% | -5.5% |
| 30D | +6.1% | +6.8% | -0.7% | +6.0% |
| 3M | +17.3% | +30.5% | -13.1% | +16.5% |
| 6M | -10.3% | +13.3% | -23.6% | -10.5% |
| YTD | +3.9% | -21.0% | +24.8% | +7.2% |
| 1Y | +25.7% | -34.0% | +59.7% | +33.0% |
| 3Y | +526.0% | +33.1% | +492.9% | +424.6% |
| All | +526.0% | +30.8% | +495.2% | +424.6% |
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