+459.9%
DDOG vs KR
+163.0%
+296.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.4% |
| 7D | -6.1% | -1.3% | -4.8% | -6.1% |
| 30D | -10.1% | +1.5% | -11.7% | -10.1% |
| 3M | -9.3% | -8.5% | -0.7% | -9.6% |
| 6M | +67.2% | -21.9% | +89.1% | +65.7% |
| YTD | +54.6% | -6.9% | +61.5% | +54.2% |
| 1Y | +54.1% | -14.0% | +68.1% | +53.5% |
| 3Y | +115.3% | +30.3% | +85.0% | +112.5% |
| 5Y | +50.6% | +37.7% | +12.9% | +49.6% |
| All | +459.9% | +163.0% | +296.9% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling