+378.3%
DDOG vs KDP
+58.2%
+320.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -16.9% | +0.3% | -17.2% | -17.1% |
| 30D | -38.8% | +16.3% | -55.1% | -41.4% |
| 3M | -23.2% | +24.0% | -47.2% | -28.0% |
| 6M | -10.3% | +30.0% | -40.2% | -17.2% |
| YTD | +32.1% | +36.1% | -4.0% | +19.1% |
| 1Y | -6.1% | +46.8% | -52.9% | -17.7% |
| 3Y | +79.2% | +30.5% | +48.7% | +57.8% |
| 5Y | -8.6% | +17.9% | -26.5% | -15.4% |
| All | +378.3% | +58.2% | +320.2% | +278.5% |
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