+489.1%
DDOG vs KNX
+107.4%
+381.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +3.9% | -5.6% | +9.5% | +5.9% |
| 30D | -8.2% | -4.4% | -3.8% | -6.8% |
| 3M | -5.6% | -17.3% | +11.8% | +0.5% |
| 6M | +73.5% | +22.6% | +50.9% | +58.6% |
| YTD | +62.7% | +31.1% | +31.5% | +44.1% |
| 1Y | +59.0% | +60.2% | -1.2% | +28.5% |
| 3Y | +117.1% | +35.8% | +81.4% | +80.7% |
| 5Y | +61.3% | +38.9% | +22.4% | +31.8% |
| All | +489.1% | +107.4% | +381.7% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling