-13.7%
KMB vs GDDY
+29.8%
-43.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -6.5% | -3.2% | -3.3% | -6.3% |
| 30D | -8.8% | +6.8% | -15.6% | -9.3% |
| 3M | -2.2% | +30.5% | -32.6% | -4.0% |
| 6M | +0.7% | +13.3% | -12.7% | -0.6% |
| YTD | +1.0% | -21.0% | +22.0% | +1.6% |
| 1Y | -20.3% | -34.0% | +13.7% | -19.1% |
| 3Y | -13.3% | +33.1% | -46.3% | -16.5% |
| All | -13.7% | +29.8% | -43.4% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling