+375.1%
DDOG vs KHC
+20.9%
+354.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -19.1% | -1.1% | -18.0% | -19.1% |
| 30D | -39.2% | +8.8% | -48.0% | -39.9% |
| 3M | -31.6% | -1.2% | -30.4% | -31.7% |
| 6M | -10.9% | +4.6% | -15.5% | -11.7% |
| YTD | +31.2% | +5.1% | +26.1% | +29.7% |
| 1Y | -10.7% | +6.2% | -16.9% | -11.8% |
| 3Y | +72.1% | -12.9% | +85.0% | +72.1% |
| 5Y | -5.5% | -16.8% | +11.3% | -5.3% |
| All | +375.1% | +20.9% | +354.2% | +277.0% |
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