+141.4%
DKNG vs KIM
+74.2%
+67.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -2.5% | -1.1% | -1.4% | -2.2% |
| 3M | -14.2% | -5.3% | -8.9% | -12.6% |
| 6M | -6.0% | +3.9% | -9.9% | -7.4% |
| YTD | -31.3% | +20.3% | -51.6% | -36.1% |
| 1Y | -48.5% | +10.4% | -58.9% | -50.5% |
| 3Y | -25.7% | +46.3% | -72.0% | -36.1% |
| 5Y | -62.8% | +37.6% | -100.4% | -66.8% |
| All | +141.4% | +74.2% | +67.3% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling