+459.9%
DDOG vs KDP
+38.4%
+421.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -6.1% | +2.1% | -8.1% | -6.6% |
| 30D | -10.1% | +8.5% | -18.6% | -12.3% |
| 3M | -9.3% | +6.6% | -15.9% | -11.2% |
| 6M | +67.2% | +17.1% | +50.1% | +58.7% |
| YTD | +54.6% | +19.0% | +35.5% | +45.1% |
| 1Y | +54.1% | +21.8% | +32.3% | +42.6% |
| 3Y | +115.3% | +6.4% | +108.8% | +104.0% |
| 5Y | +50.6% | +5.1% | +45.5% | +43.8% |
| All | +459.9% | +38.4% | +421.5% | +361.4% |
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