-3.6%
DDOG vs KMI
+148.3%
-151.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | +6.5% | -3.7% | +0.5% |
| 30D | -31.6% | -3.4% | -28.2% | -30.7% |
| 3M | -27.0% | +0.4% | -27.4% | -27.0% |
| 6M | -10.3% | -0.9% | -9.4% | -10.2% |
| YTD | +35.4% | +20.5% | +14.9% | +24.4% |
| 1Y | -1.0% | +23.2% | -24.2% | -10.0% |
| 3Y | +76.7% | +121.6% | -45.0% | +18.0% |
| All | -3.6% | +148.3% | -151.9% | -35.7% |
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