+59.9%
DDOG vs KMI
+157.3%
-97.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +8.9% | +7.7% |
| 7D | +7.7% | -1.8% | +9.4% | +8.2% |
| 30D | -13.6% | +0.1% | -13.7% | -13.7% |
| 3M | -0.9% | +1.2% | -2.1% | -1.6% |
| 6M | +75.2% | -3.9% | +79.1% | +76.6% |
| YTD | +65.7% | +17.5% | +48.1% | +54.0% |
| 1Y | +60.4% | +22.6% | +37.7% | +46.3% |
| 3Y | +130.7% | +116.3% | +14.4% | +60.6% |
| 5Y | +59.9% | +157.6% | -97.7% | +13.2% |
| All | +59.9% | +157.3% | -97.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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