+467.1%
DDOG vs KHC
+23.9%
+443.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -10.1% | -1.8% | -8.4% | -10.0% |
| 30D | -24.8% | -1.9% | -22.9% | -24.6% |
| 3M | -12.6% | +14.4% | -27.0% | -14.0% |
| 6M | +79.9% | +8.7% | +71.2% | +77.9% |
| YTD | +56.6% | +7.8% | +48.8% | +54.8% |
| 1Y | +61.6% | -1.5% | +63.1% | +61.6% |
| 3Y | +117.9% | -9.9% | +127.7% | +116.7% |
| 5Y | +54.2% | -10.7% | +65.0% | +52.1% |
| All | +467.1% | +23.9% | +443.1% | +349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling