+141.9%
DKNG vs KGC
+657.1%
-515.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.8% |
| 7D | -2.0% | -8.4% | +6.4% | -0.7% |
| 30D | -6.4% | +6.3% | -12.8% | -7.3% |
| 3M | -17.6% | +22.4% | -40.1% | -20.3% |
| 6M | -5.7% | -11.4% | +5.7% | -5.0% |
| YTD | -31.2% | +3.1% | -34.3% | -32.7% |
| 1Y | -48.1% | +26.6% | -74.7% | -51.2% |
| 3Y | -25.6% | +525.6% | -551.1% | -48.8% |
| 5Y | -62.0% | +451.7% | -513.7% | -73.7% |
| All | +141.9% | +657.1% | -515.2% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling