+133.4%
KR vs GDDY
+207.2%
-73.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.6% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | +5.1% | +6.8% | -1.8% | +4.6% |
| 3M | -8.2% | +30.5% | -38.6% | -9.7% |
| 6M | -18.0% | +13.3% | -31.3% | -18.9% |
| YTD | -4.8% | -21.0% | +16.2% | -4.2% |
| 1Y | -11.0% | -34.0% | +23.0% | -9.7% |
| 3Y | +37.7% | +33.1% | +4.6% | +33.8% |
| 5Y | +52.8% | +30.3% | +22.5% | +48.2% |
| All | +133.4% | +207.2% | -73.9% | +109.6% |
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