-10.7%
DDOG vs KHC
+6.6%
-17.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.9% |
| 7D | -19.1% | -1.1% | -18.0% | -19.2% |
| 30D | -39.2% | +8.8% | -48.0% | -38.4% |
| 3M | -31.6% | -1.2% | -30.4% | -31.1% |
| 6M | -10.9% | +4.6% | -15.5% | -9.2% |
| YTD | +31.2% | +5.1% | +26.1% | +36.2% |
| 1Y | -10.7% | +6.2% | -16.9% | -7.7% |
| All | -10.7% | +6.6% | -17.3% | -7.7% |
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