-10.7%
DDOG vs KGC
-14.2%
+3.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.7% |
| 7D | -19.1% | +8.0% | -27.1% | -19.1% |
| 30D | -39.2% | -9.3% | -29.9% | -38.8% |
| 3M | -31.6% | -21.3% | -10.3% | -31.2% |
| 6M | -10.9% | -31.5% | +20.6% | -10.4% |
| YTD | +31.2% | -23.2% | +54.4% | +23.1% |
| 1Y | -10.7% | -15.0% | +4.4% | -19.7% |
| All | -10.7% | -14.2% | +3.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling