+117.1%
DDOG vs KR
+33.5%
+83.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +0.4% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -8.2% | +5.1% | -13.2% | -7.1% |
| 3M | -5.6% | -8.2% | +2.6% | -7.1% |
| 6M | +73.5% | -18.0% | +91.5% | +66.7% |
| YTD | +62.7% | -4.8% | +67.4% | +62.5% |
| 1Y | +59.0% | -11.0% | +70.0% | +57.1% |
| 3Y | +117.1% | +37.7% | +79.5% | +131.3% |
| All | +117.1% | +33.5% | +83.6% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling