-59.1%
DKNG vs KIM
+35.9%
-94.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.6% |
| 7D | +3.0% | -1.7% | +4.8% | +4.2% |
| 30D | -3.0% | -3.0% | -0.1% | -1.1% |
| 3M | -17.6% | -8.9% | -8.7% | -12.4% |
| 6M | -3.2% | +2.4% | -5.6% | -5.4% |
| YTD | -28.2% | +18.3% | -46.5% | -37.1% |
| 1Y | -46.1% | +8.2% | -54.2% | -49.6% |
| 3Y | -22.2% | +44.0% | -66.2% | -44.5% |
| All | -59.1% | +35.9% | -94.9% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling