+152.4%
DKNG vs KTOS
+96.2%
+56.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.5% |
| 7D | +3.0% | -2.4% | +5.4% | +3.8% |
| 30D | -3.0% | -26.8% | +23.8% | +6.4% |
| 3M | -17.6% | -20.6% | +3.0% | -12.8% |
| 6M | -3.2% | -47.5% | +44.2% | +14.1% |
| YTD | -28.2% | -38.5% | +10.3% | -22.8% |
| 1Y | -46.1% | -31.0% | -15.1% | -46.2% |
| 3Y | -22.2% | +216.5% | -238.7% | -62.3% |
| 5Y | -60.4% | +105.7% | -166.1% | -78.2% |
| All | +152.4% | +96.2% | +56.3% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling