+499.9%
DDOG vs KIM
+60.5%
+439.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.3% |
| 7D | +7.7% | -1.0% | +8.6% | +7.9% |
| 30D | -13.6% | -1.1% | -12.5% | -13.5% |
| 3M | -0.9% | -5.3% | +4.4% | +0.2% |
| 6M | +75.2% | +3.9% | +71.3% | +73.0% |
| YTD | +65.7% | +20.3% | +45.4% | +57.7% |
| 1Y | +60.4% | +10.4% | +49.9% | +55.6% |
| 3Y | +130.7% | +46.3% | +84.4% | +108.0% |
| 5Y | +59.9% | +37.6% | +22.3% | +48.5% |
| All | +499.9% | +60.5% | +439.4% | +615.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling