+152.4%
DKNG vs KMB
-4.4%
+156.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.4% |
| 7D | +3.0% | -6.5% | +9.5% | +4.5% |
| 30D | -3.0% | -8.8% | +5.8% | -1.0% |
| 3M | -17.6% | -2.2% | -15.4% | -17.1% |
| 6M | -3.2% | +0.7% | -3.9% | -3.4% |
| YTD | -28.2% | +1.0% | -29.2% | -28.6% |
| 1Y | -46.1% | -20.3% | -25.8% | -43.8% |
| 3Y | -22.2% | -13.3% | -8.9% | -22.5% |
| 5Y | -60.4% | -12.9% | -47.4% | -61.5% |
| All | +152.4% | -4.4% | +156.8% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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