+459.9%
DDOG vs KEY
+66.8%
+393.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -6.1% | +2.7% | -8.8% | -6.7% |
| 30D | -10.1% | -3.2% | -6.9% | -9.5% |
| 3M | -9.3% | +1.0% | -10.2% | -9.5% |
| 6M | +67.2% | +11.9% | +55.3% | +62.0% |
| YTD | +54.6% | +8.7% | +45.9% | +50.9% |
| 1Y | +54.1% | +18.5% | +35.6% | +47.1% |
| 3Y | +115.3% | +124.0% | -8.7% | +77.1% |
| 5Y | +50.6% | +40.8% | +9.8% | +35.4% |
| All | +459.9% | +66.8% | +393.0% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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