-19.2%
DKNG vs MKC
-18.2%
-1.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.4% | 0.0% | +4.3% |
| 7D | +13.8% | +9.6% | +4.2% | +12.0% |
| 30D | +17.9% | +12.0% | +5.9% | +15.7% |
| 3M | -2.1% | -2.0% | -0.1% | -2.3% |
| 6M | -2.0% | +7.2% | -9.2% | -2.7% |
| YTD | -32.9% | -23.7% | -9.2% | -33.6% |
| 1Y | -19.2% | -18.3% | -0.9% | -21.7% |
| All | -19.2% | -18.2% | -1.0% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling