+125.1%
DDOG vs KIM
+57.8%
+67.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | -23.9% | +4.1% | -28.0% | -24.1% |
| 30D | -34.0% | +16.8% | -50.8% | -35.0% |
| 3M | -21.9% | +5.7% | -27.6% | -22.1% |
| 6M | +24.6% | +9.7% | +14.9% | +23.3% |
| YTD | +31.7% | +30.2% | +1.4% | +24.7% |
| 1Y | -6.2% | +32.1% | -38.3% | -11.5% |
| 3Y | +125.1% | +58.6% | +66.5% | +127.4% |
| All | +125.1% | +57.8% | +67.2% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling