-42.1%
KWEB vs GDDY
+29.8%
-71.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.9% |
| 30D | -10.7% | +6.8% | -17.5% | -12.5% |
| 3M | -7.4% | +30.5% | -37.9% | -15.4% |
| 6M | -19.3% | +13.3% | -32.6% | -23.9% |
| YTD | -27.8% | -21.0% | -6.8% | -23.7% |
| 1Y | -35.9% | -34.0% | -1.9% | -28.0% |
| 3Y | -1.9% | +33.1% | -35.0% | -26.8% |
| All | -42.1% | +29.8% | -71.8% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling