+50.6%
DDOG vs KIM
+37.7%
+12.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.6% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | -10.1% | -1.7% | -8.4% | -9.5% |
| 3M | -9.3% | -0.8% | -8.4% | -9.3% |
| 6M | +67.2% | +4.4% | +62.8% | +61.4% |
| YTD | +54.6% | +21.2% | +33.3% | +36.1% |
| 1Y | +54.1% | +10.5% | +43.5% | +42.8% |
| 3Y | +115.3% | +47.5% | +67.8% | +57.9% |
| 5Y | +50.6% | +37.1% | +13.5% | +22.3% |
| All | +50.6% | +37.7% | +12.9% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling