+152.4%
DKNG vs KNX
+94.5%
+58.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +5.0% |
| 7D | +3.0% | -5.6% | +8.6% | +5.6% |
| 30D | -3.0% | -4.4% | +1.4% | -1.4% |
| 3M | -17.6% | -17.3% | -0.3% | -11.1% |
| 6M | -3.2% | +22.6% | -25.9% | -14.2% |
| YTD | -28.2% | +31.1% | -59.4% | -38.8% |
| 1Y | -46.1% | +60.2% | -106.3% | -58.6% |
| 3Y | -22.2% | +35.8% | -57.9% | -37.3% |
| 5Y | -60.4% | +38.9% | -99.3% | -68.4% |
| All | +152.4% | +94.5% | +58.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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