+24.6%
DDOG vs KEY
-3.4%
+28.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.3% |
| 7D | -23.9% | -1.3% | -22.6% | -24.1% |
| 30D | -34.0% | +5.1% | -39.2% | -32.3% |
| 3M | -21.9% | -7.1% | -14.8% | -24.6% |
| 6M | +24.6% | -4.4% | +29.0% | +33.8% |
| All | +24.6% | -3.4% | +28.0% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling