+137.8%
KRE vs GDDY
+390.3%
-252.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.3% |
| 7D | -1.8% | -3.2% | +1.4% | -1.2% |
| 30D | -4.5% | +6.8% | -11.3% | -6.3% |
| 3M | +2.7% | +30.5% | -27.7% | -4.8% |
| 6M | +16.9% | +13.3% | +3.5% | +11.1% |
| YTD | +15.4% | -21.0% | +36.3% | +19.3% |
| 1Y | +16.1% | -34.0% | +50.1% | +25.6% |
| 3Y | +85.7% | +33.1% | +52.7% | +65.8% |
| 5Y | +33.3% | +30.3% | +2.9% | +17.9% |
| 10Y | +123.3% | +205.5% | -82.2% | +63.8% |
| All | +137.8% | +390.3% | -252.5% | +73.0% |
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