-59.1%
DKNG vs KEYS
+87.1%
-146.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.4% | +2.0% |
| 7D | +3.0% | +3.5% | -0.5% | +1.0% |
| 30D | -3.0% | -4.5% | +1.5% | -0.8% |
| 3M | -17.6% | -0.4% | -17.2% | -20.2% |
| 6M | -3.2% | +19.1% | -22.4% | -19.6% |
| YTD | -28.2% | +66.7% | -94.9% | -56.0% |
| 1Y | -46.1% | +96.5% | -142.5% | -71.5% |
| 3Y | -22.2% | +155.2% | -177.3% | -69.8% |
| All | -59.1% | +87.1% | -146.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling