-59.1%
DKNG vs MKC
-33.0%
-26.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +3.0% | -1.5% | +4.5% | +3.3% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | -17.6% | +5.2% | -22.8% | -18.3% |
| 6M | -3.2% | -12.8% | +9.6% | -1.6% |
| YTD | -28.2% | -23.3% | -4.9% | -25.6% |
| 1Y | -46.1% | -24.1% | -22.0% | -44.1% |
| 3Y | -22.2% | -32.1% | +9.9% | -18.9% |
| All | -59.1% | -33.0% | -26.1% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling