+152.4%
DKNG vs KDP
+35.0%
+117.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.0% | -3.7% | +6.7% | +4.1% |
| 30D | -3.0% | +6.2% | -9.2% | -4.7% |
| 3M | -17.6% | +1.2% | -18.8% | -18.0% |
| 6M | -3.2% | +15.3% | -18.6% | -7.3% |
| YTD | -28.2% | +14.8% | -43.0% | -31.3% |
| 1Y | -46.1% | +17.6% | -63.7% | -48.9% |
| 3Y | -22.2% | +2.1% | -24.3% | -24.6% |
| 5Y | -60.4% | +2.7% | -63.1% | -62.0% |
| All | +152.4% | +35.0% | +117.4% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling