+1,179.2%
KLAC vs DDOG
+427.7%
+751.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.5% |
| 7D | +5.7% | -10.1% | +15.9% | +8.7% |
| 30D | -3.6% | -24.8% | +21.2% | +2.6% |
| 3M | -12.8% | -12.6% | -0.2% | -11.2% |
| 6M | +26.1% | +79.9% | -53.9% | +0.6% |
| YTD | +53.3% | +56.6% | -3.3% | +25.6% |
| 1Y | +113.7% | +61.6% | +52.1% | +70.7% |
| 3Y | +274.9% | +117.9% | +157.0% | +162.8% |
| 5Y | +470.1% | +54.2% | +415.9% | +310.2% |
| All | +1,179.2% | +427.7% | +751.5% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling