+152.4%
DKNG vs KEY
+67.3%
+85.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +3.0% | -1.5% | +4.6% | +3.7% |
| 30D | -3.0% | -3.7% | +0.7% | -1.6% |
| 3M | -17.6% | -1.3% | -16.3% | -17.5% |
| 6M | -3.2% | +13.3% | -16.6% | -8.7% |
| YTD | -28.2% | +9.0% | -37.2% | -31.2% |
| 1Y | -46.1% | +18.7% | -64.7% | -50.1% |
| 3Y | -22.2% | +125.3% | -147.4% | -45.2% |
| 5Y | -60.4% | +40.2% | -100.6% | -67.4% |
| All | +152.4% | +67.3% | +85.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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