-22.2%
DKNG vs KWEB
-2.3%
-19.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.1% |
| 7D | +3.0% | -5.6% | +8.6% | +4.9% |
| 30D | -3.0% | -10.7% | +7.7% | +0.6% |
| 3M | -17.6% | -7.4% | -10.2% | -15.6% |
| 6M | -3.2% | -19.3% | +16.1% | +2.9% |
| YTD | -28.2% | -27.8% | -0.5% | -20.9% |
| 1Y | -46.1% | -35.9% | -10.1% | -38.5% |
| 3Y | -22.2% | -1.9% | -20.2% | -24.7% |
| All | -22.2% | -2.3% | -19.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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