+490.5%
DDOG vs KEYS
+221.5%
+269.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.7% |
| 7D | +3.2% | +0.9% | +2.3% | +2.6% |
| 30D | -10.2% | -5.3% | -4.9% | -7.7% |
| 3M | -2.6% | +0.5% | -3.1% | -5.3% |
| 6M | +80.1% | +14.0% | +66.1% | +57.9% |
| YTD | +63.0% | +60.3% | +2.8% | +10.2% |
| 1Y | +59.4% | +91.3% | -32.0% | -5.7% |
| 3Y | +127.0% | +146.1% | -19.1% | +7.6% |
| 5Y | +61.7% | +80.8% | -19.1% | -4.1% |
| All | +490.5% | +221.5% | +269.0% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling