+489.1%
DDOG vs KR
+168.9%
+320.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.1% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -8.2% | +5.1% | -13.2% | -7.9% |
| 3M | -5.6% | -8.2% | +2.6% | -5.8% |
| 6M | +73.5% | -18.0% | +91.5% | +72.3% |
| YTD | +62.7% | -4.8% | +67.4% | +62.5% |
| 1Y | +59.0% | -11.0% | +70.0% | +58.6% |
| 3Y | +117.1% | +37.7% | +79.5% | +114.4% |
| 5Y | +61.3% | +52.8% | +8.5% | +59.3% |
| All | +489.1% | +168.9% | +320.2% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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