+469.8%
KKR vs GDDY
+390.3%
+79.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | -6.2% | -3.2% | -3.0% | -5.2% |
| 30D | -8.9% | +6.8% | -15.7% | -11.7% |
| 3M | +6.3% | +30.5% | -24.2% | -7.0% |
| 6M | +16.5% | +13.3% | +3.1% | +7.1% |
| YTD | -20.3% | -21.0% | +0.7% | -15.5% |
| 1Y | -29.8% | -34.0% | +4.2% | -19.8% |
| 3Y | +63.2% | +33.1% | +30.1% | +38.7% |
| 5Y | +68.0% | +30.3% | +37.6% | +43.0% |
| 10Y | +704.3% | +205.5% | +498.8% | +429.7% |
| All | +469.8% | +390.3% | +79.5% | +256.8% |
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