+19.8%
DDOG vs KHC
+11.6%
+8.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.8% | -18.2% | -13.2% |
| 7D | -32.2% | +6.6% | -38.8% | -30.7% |
| 30D | -31.7% | +16.5% | -48.2% | -29.2% |
| 3M | -34.5% | -3.0% | -31.5% | -33.4% |
| 6M | +28.7% | +17.4% | +11.3% | +37.1% |
| YTD | +38.8% | +10.3% | +28.4% | +46.2% |
| 1Y | +19.8% | +12.5% | +7.4% | +33.6% |
| All | +19.8% | +11.6% | +8.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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