+152.4%
DKNG vs KEYS
+264.1%
-111.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.4% | +2.1% |
| 7D | +3.0% | +3.5% | -0.5% | +1.1% |
| 30D | -3.0% | -4.5% | +1.5% | -1.0% |
| 3M | -17.6% | -0.4% | -17.2% | -20.0% |
| 6M | -3.2% | +19.1% | -22.4% | -17.9% |
| YTD | -28.2% | +66.7% | -94.9% | -53.0% |
| 1Y | -46.1% | +96.5% | -142.5% | -68.8% |
| 3Y | -22.2% | +155.2% | -177.3% | -63.8% |
| 5Y | -60.4% | +88.0% | -148.4% | -77.4% |
| All | +152.4% | +264.1% | -111.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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