-44.2%
KHC vs GDDY
+258.9%
-303.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | -2.5% | -7.0% | +4.5% | -1.5% |
| 30D | +0.5% | +6.2% | -5.7% | -0.5% |
| 3M | +3.0% | +20.0% | -17.0% | -0.1% |
| 6M | +6.6% | +6.8% | -0.2% | +4.8% |
| YTD | +5.8% | -22.3% | +28.1% | +8.4% |
| 1Y | -2.2% | -33.5% | +31.3% | +2.3% |
| 3Y | -12.5% | +29.2% | -41.8% | -18.7% |
| 5Y | -13.6% | +28.1% | -41.7% | -21.3% |
| 10Y | -54.7% | +200.2% | -254.9% | -66.7% |
| All | -44.2% | +258.9% | -303.1% | -60.7% |
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 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