+499.9%
DDOG vs KNX
+109.9%
+390.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.8% | +10.0% | +8.1% |
| 7D | +7.7% | +2.3% | +5.3% | +6.7% |
| 30D | -13.6% | +0.5% | -14.1% | -13.9% |
| 3M | -0.9% | -14.1% | +13.2% | +4.1% |
| 6M | +75.2% | +19.8% | +55.5% | +61.6% |
| YTD | +65.7% | +32.7% | +32.9% | +46.1% |
| 1Y | +60.4% | +62.3% | -1.9% | +29.0% |
| 3Y | +130.7% | +36.8% | +93.8% | +91.5% |
| 5Y | +59.9% | +41.8% | +18.1% | +29.8% |
| All | +499.9% | +109.9% | +390.0% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling