+31.8%
KLAC vs DDOG
-3.1%
+34.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +10.0% | +2.9% | +7.1% | +9.8% |
| 30D | -14.8% | -31.6% | +16.8% | -13.4% |
| 3M | -27.2% | -27.0% | -0.2% | -25.8% |
| 6M | -17.5% | -10.3% | -7.2% | -15.6% |
| YTD | +25.8% | +35.4% | -9.6% | +30.9% |
| 1Y | +31.8% | -1.0% | +32.8% | +72.3% |
| All | +31.8% | -3.1% | +34.9% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling