+152.4%
DKNG vs KIM
+71.4%
+81.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.5% |
| 7D | +3.0% | -1.7% | +4.8% | +3.7% |
| 30D | -3.0% | -3.0% | -0.1% | -2.0% |
| 3M | -17.6% | -8.9% | -8.7% | -14.9% |
| 6M | -3.2% | +2.4% | -5.6% | -4.2% |
| YTD | -28.2% | +18.3% | -46.5% | -32.8% |
| 1Y | -46.1% | +8.2% | -54.2% | -47.8% |
| 3Y | -22.2% | +44.0% | -66.2% | -32.7% |
| 5Y | -60.4% | +37.3% | -97.7% | -64.5% |
| All | +152.4% | +71.4% | +81.1% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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