-62.0%
DKNG vs KEY
+37.9%
-100.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -1.2% |
| 30D | -6.4% | -3.3% | -3.1% | -5.0% |
| 3M | -17.6% | -0.2% | -17.5% | -18.0% |
| 6M | -5.7% | +12.1% | -17.8% | -11.9% |
| YTD | -31.2% | +8.4% | -39.6% | -34.7% |
| 1Y | -48.1% | +17.6% | -65.7% | -52.7% |
| 3Y | -25.6% | +123.3% | -148.9% | -52.7% |
| 5Y | -62.0% | +39.5% | -101.6% | -69.6% |
| All | -62.0% | +37.9% | -100.0% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling