+55.0%
DDOG vs KEY
+40.7%
+14.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -10.1% | +2.2% | -12.4% | -10.9% |
| 30D | -24.8% | -3.0% | -21.8% | -23.9% |
| 3M | -12.6% | +3.3% | -15.9% | -13.6% |
| 6M | +79.9% | +9.2% | +70.8% | +73.1% |
| YTD | +56.6% | +10.6% | +45.9% | +50.0% |
| 1Y | +61.6% | +20.4% | +41.2% | +49.8% |
| 3Y | +117.9% | +121.8% | -4.0% | +60.3% |
| All | +55.0% | +40.7% | +14.3% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling