-33.2%
KWEB vs GDDY
-14.3%
-18.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.5% |
| 7D | +9.4% | -2.4% | +11.9% | +9.4% |
| 30D | +2.3% | +17.7% | -15.4% | +2.2% |
| 3M | -12.3% | +26.6% | -38.9% | -12.4% |
| 6M | -16.4% | +34.2% | -50.6% | -16.6% |
| YTD | -26.9% | -7.8% | -19.1% | -29.3% |
| 1Y | -33.2% | -14.0% | -19.2% | -35.3% |
| All | -33.2% | -14.3% | -18.9% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling