+125.1%
DDOG vs KEY
+106.2%
+18.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.7% |
| 7D | -23.9% | -1.3% | -22.6% | -23.7% |
| 30D | -34.0% | +5.1% | -39.2% | -35.2% |
| 3M | -21.9% | -7.1% | -14.8% | -20.1% |
| 6M | +24.6% | -4.4% | +29.0% | +25.8% |
| YTD | +31.7% | +4.0% | +27.6% | +28.2% |
| 1Y | -6.2% | +23.4% | -29.6% | -14.9% |
| 3Y | +125.1% | +113.9% | +11.2% | +73.4% |
| All | +125.1% | +106.2% | +18.8% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling