+2,896.3%
KLAC vs GDDY
+207.2%
+2,689.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.2% |
| 7D | -2.7% | -3.2% | +0.5% | -1.7% |
| 30D | -13.2% | +6.8% | -20.0% | -16.4% |
| 3M | -25.0% | +30.5% | -55.5% | -36.7% |
| 6M | +23.6% | +13.3% | +10.3% | +8.7% |
| YTD | +49.2% | -21.0% | +70.2% | +54.6% |
| 1Y | +89.3% | -34.0% | +123.3% | +115.6% |
| 3Y | +274.4% | +33.1% | +241.3% | +174.6% |
| 5Y | +440.9% | +30.3% | +410.6% | +296.1% |
| All | +2,896.3% | +207.2% | +2,689.1% | +1,265.1% |
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