+54.7%
DDOG vs KRMN
+32.3%
+22.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | -6.1% | -3.4% | -2.7% | -5.7% |
| 30D | -10.1% | -31.8% | +21.7% | -6.5% |
| 3M | -9.3% | -20.0% | +10.8% | -7.3% |
| 6M | +67.2% | -60.5% | +127.7% | +86.4% |
| YTD | +54.6% | -45.8% | +100.3% | +60.2% |
| 1Y | +54.1% | -36.4% | +90.4% | +50.9% |
| All | +54.7% | +32.3% | +22.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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