-22.5%
KWEB vs GDDY
+207.2%
-229.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -5.6% | -3.2% | -2.4% | -4.6% |
| 30D | -10.7% | +6.8% | -17.5% | -13.3% |
| 3M | -7.4% | +30.5% | -37.9% | -17.9% |
| 6M | -19.3% | +13.3% | -32.6% | -25.5% |
| YTD | -27.8% | -21.0% | -6.8% | -24.2% |
| 1Y | -35.9% | -34.0% | -1.9% | -27.9% |
| 3Y | -1.9% | +33.1% | -35.0% | -23.4% |
| 5Y | -43.2% | +30.3% | -73.5% | -56.1% |
| All | -22.5% | +207.2% | -229.8% | -61.1% |
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