+279.1%
KLAC vs DDOG
+129.4%
+149.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.2% | -10.4% | -4.5% |
| 7D | +6.2% | +7.7% | -1.5% | +4.7% |
| 30D | -5.0% | -13.6% | +8.6% | -2.8% |
| 3M | -14.4% | -0.9% | -13.5% | -15.4% |
| 6M | +28.3% | +75.2% | -46.9% | +9.3% |
| YTD | +51.1% | +65.7% | -14.6% | +29.0% |
| 1Y | +100.4% | +60.4% | +40.0% | +69.6% |
| All | +279.1% | +129.4% | +149.6% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling