-6.4%
DDOG vs KIM
+31.1%
-37.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | -23.9% | +4.1% | -28.0% | -25.6% |
| 30D | -34.0% | +16.8% | -50.8% | -39.5% |
| 3M | -21.9% | +5.7% | -27.6% | -24.7% |
| 6M | +24.6% | +9.7% | +14.9% | +16.8% |
| YTD | +31.7% | +30.2% | +1.4% | +10.8% |
| 1Y | -6.2% | +32.1% | -38.3% | -22.0% |
| 3Y | +125.1% | +58.6% | +66.5% | +56.9% |
| All | -6.4% | +31.1% | -37.5% | -26.3% |
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