+19.8%
DDOG vs KDP
+41.3%
-21.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.9% | -20.3% | -11.5% |
| 7D | -32.2% | +5.3% | -37.5% | -29.9% |
| 30D | -31.7% | +19.1% | -50.8% | -26.7% |
| 3M | -34.5% | +19.2% | -53.7% | -29.8% |
| 6M | +28.7% | +29.3% | -0.6% | +46.2% |
| YTD | +38.8% | +35.5% | +3.2% | +65.6% |
| 1Y | +19.8% | +43.5% | -23.7% | +63.3% |
| All | +19.8% | +41.3% | -21.5% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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