-22.2%
DKNG vs KEY
+122.3%
-144.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% |
| 3M | -17.6% | -1.3% | -16.3% | -17.5% |
| 6M | -3.2% | +13.3% | -16.6% | -9.6% |
| YTD | -28.2% | +9.0% | -37.2% | -31.7% |
| 1Y | -46.1% | +18.7% | -64.7% | -50.8% |
| 3Y | -22.2% | +125.3% | -147.4% | -48.6% |
| All | -22.2% | +122.3% | -144.5% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling