-55.6%
KHC vs GDDY
+207.2%
-262.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.6% |
| 30D | +1.9% | +6.8% | -4.9% | +0.8% |
| 3M | +3.2% | +30.5% | -27.3% | -0.9% |
| 6M | +10.0% | +13.3% | -3.4% | +7.2% |
| YTD | +6.7% | -21.0% | +27.7% | +8.9% |
| 1Y | -0.9% | -34.0% | +33.1% | +3.6% |
| 3Y | -13.6% | +33.1% | -46.6% | -20.0% |
| 5Y | -12.8% | +30.3% | -43.2% | -20.8% |
| All | -55.6% | +207.2% | -262.9% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling