+467.1%
DDOG vs KMI
+125.6%
+341.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -24.8% | +0.9% | -25.7% | -25.0% |
| 3M | -12.6% | 0.0% | -12.6% | -12.8% |
| 6M | +79.9% | -5.7% | +85.6% | +82.3% |
| YTD | +56.6% | +17.5% | +39.1% | +47.6% |
| 1Y | +61.6% | +22.3% | +39.3% | +50.2% |
| 3Y | +117.9% | +111.9% | +5.9% | +67.6% |
| 5Y | +54.2% | +151.8% | -97.6% | +13.0% |
| All | +467.1% | +125.6% | +341.5% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling