+55.0%
DDOG vs KMB
-8.4%
+63.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.9% |
| 7D | -10.1% | -3.0% | -7.1% | -10.2% |
| 30D | -24.8% | -5.5% | -19.3% | -24.8% |
| 3M | -12.6% | +14.0% | -26.6% | -12.1% |
| 6M | +79.9% | +4.1% | +75.9% | +80.8% |
| YTD | +56.6% | +8.0% | +48.5% | +57.2% |
| 1Y | +61.6% | -13.7% | +75.3% | +63.1% |
| 3Y | +117.9% | -5.9% | +123.8% | +115.0% |
| All | +55.0% | -8.4% | +63.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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