+55.0%
DDOG vs KDP
+6.0%
+49.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -10.1% | +1.3% | -11.4% | -10.3% |
| 30D | -24.8% | +6.0% | -30.8% | -25.5% |
| 3M | -12.6% | +9.2% | -21.8% | -13.8% |
| 6M | +79.9% | +14.7% | +65.3% | +76.0% |
| YTD | +56.6% | +19.2% | +37.4% | +51.3% |
| 1Y | +61.6% | +15.2% | +46.4% | +57.3% |
| 3Y | +117.9% | +6.0% | +111.9% | +112.2% |
| All | +55.0% | +6.0% | +49.0% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling