+390.4%
DDOG vs KDP
+55.6%
+334.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | -31.6% | +9.7% | -41.3% | -33.7% |
| 3M | -27.0% | +17.6% | -44.6% | -30.7% |
| 6M | -10.3% | +25.8% | -36.1% | -16.7% |
| YTD | +35.4% | +33.9% | +1.5% | +22.4% |
| 1Y | -1.0% | +38.9% | -39.9% | -11.8% |
| 3Y | +76.7% | +26.8% | +49.9% | +56.9% |
| 5Y | -4.6% | +16.3% | -20.9% | -11.6% |
| All | +390.4% | +55.6% | +334.8% | +289.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling