+120.2%
DDOG vs KDP
+6.3%
+113.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -10.1% | +1.3% | -11.4% | -10.1% |
| 30D | -24.8% | +6.0% | -30.8% | -24.5% |
| 3M | -12.6% | +9.2% | -21.8% | -11.9% |
| 6M | +79.9% | +14.7% | +65.3% | +82.7% |
| YTD | +56.6% | +19.2% | +37.4% | +59.0% |
| 1Y | +61.6% | +15.2% | +46.4% | +64.8% |
| All | +120.2% | +6.3% | +113.9% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling