+37.5%
KMB vs GDDY
+381.9%
-344.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.5% |
| 7D | -7.7% | -7.0% | -0.7% | -7.1% |
| 30D | -8.2% | +6.2% | -14.4% | -8.7% |
| 3M | -1.9% | +20.0% | -21.9% | -3.6% |
| 6M | -0.7% | +6.8% | -7.5% | -1.7% |
| YTD | +1.4% | -22.3% | +23.7% | +2.6% |
| 1Y | -19.1% | -33.5% | +14.4% | -17.2% |
| 3Y | -12.6% | +29.2% | -41.8% | -16.0% |
| 5Y | -12.7% | +28.1% | -40.7% | -16.7% |
| 10Y | +14.5% | +200.2% | -185.8% | +0.7% |
| All | +37.5% | +381.9% | -344.4% | +20.3% |
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 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