+459.9%
DDOG vs KWEB
-31.3%
+491.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -0.1% |
| 7D | -6.1% | -1.3% | -4.8% | -5.6% |
| 30D | -10.1% | -11.5% | +1.4% | -5.4% |
| 3M | -9.3% | -2.9% | -6.3% | -8.1% |
| 6M | +67.2% | -14.6% | +81.8% | +77.9% |
| YTD | +54.6% | -25.5% | +80.1% | +73.9% |
| 1Y | +54.1% | -31.1% | +85.2% | +79.2% |
| 3Y | +115.3% | +3.0% | +112.3% | +97.8% |
| 5Y | +50.6% | -42.6% | +93.2% | +74.3% |
| All | +459.9% | -31.3% | +491.1% | +381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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