+152.4%
DKNG vs KGC
+662.3%
-509.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.2% |
| 7D | +3.0% | -5.6% | +8.7% | +3.9% |
| 30D | -3.0% | +6.1% | -9.2% | -3.9% |
| 3M | -17.6% | +17.3% | -34.9% | -19.8% |
| 6M | -3.2% | -10.3% | +7.0% | -2.7% |
| YTD | -28.2% | +3.9% | -32.1% | -29.9% |
| 1Y | -46.1% | +25.7% | -71.8% | -49.3% |
| 3Y | -22.2% | +526.0% | -548.1% | -46.5% |
| 5Y | -60.4% | +455.5% | -515.9% | -72.6% |
| All | +152.4% | +662.3% | -509.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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