-22.2%
DKNG vs KTOS
+216.1%
-238.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.4% |
| 7D | +3.0% | -2.4% | +5.4% | +3.3% |
| 30D | -3.0% | -26.8% | +23.8% | +0.8% |
| 3M | -17.6% | -20.6% | +3.0% | -15.4% |
| 6M | -3.2% | -47.5% | +44.2% | +4.6% |
| YTD | -28.2% | -38.5% | +10.3% | -25.6% |
| 1Y | -46.1% | -31.0% | -15.1% | -46.2% |
| 3Y | -22.2% | +216.5% | -238.7% | -49.8% |
| All | -22.2% | +216.1% | -238.3% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 3y: compounded portfolio wealth divided by compounded KTOS 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…
3y analysis · Full analysis span regression · 6 months rolling