+63.6%
DDOG vs KNX
+37.6%
+26.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +3.9% | -5.6% | +9.5% | +6.0% |
| 30D | -8.2% | -4.4% | -3.8% | -6.7% |
| 3M | -5.6% | -17.3% | +11.8% | +1.0% |
| 6M | +73.5% | +22.6% | +50.9% | +57.4% |
| YTD | +62.7% | +31.1% | +31.5% | +42.3% |
| 1Y | +59.0% | +60.2% | -1.2% | +25.4% |
| 3Y | +117.1% | +35.8% | +81.4% | +76.1% |
| All | +63.6% | +37.6% | +26.0% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling