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  • KGC vs GDDY✓SelectedUSD · GDDYKGC vs GDDY performance historyLatest closeAs of-4.30%09/10
Stock and ETF performance explorer

KGC vs GDDY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,336.5%
GDDY return
+381.9%
Excess return
+954.6%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDDYExcessAlpha
1D-4.3%+3.0%-7.3%-4.4%
7D-8.4%-7.0%-1.4%-8.2%
30D+6.3%+6.2%+0.1%+6.1%
3M+22.4%+20.0%+2.4%+21.4%
6M-11.4%+6.8%-18.3%-11.8%
YTD+3.1%-22.3%+25.5%+4.1%
1Y+26.6%-33.5%+60.1%+28.8%
3Y+525.6%+29.2%+496.4%+515.8%
5Y+451.7%+28.1%+423.6%+443.4%
10Y+675.3%+200.2%+475.1%+725.5%
All+1,336.5%+381.9%+954.6%+1,371.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling