+152.4%
DKNG vs YUM
+43.2%
+109.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.5% |
| 7D | +3.0% | -6.1% | +9.1% | +6.5% |
| 30D | -3.0% | -5.8% | +2.8% | 0.0% |
| 3M | -17.6% | -7.6% | -10.0% | -14.5% |
| 6M | -3.2% | -9.1% | +5.9% | +1.0% |
| YTD | -28.2% | -5.5% | -22.7% | -26.9% |
| 1Y | -46.1% | -3.7% | -42.4% | -46.0% |
| 3Y | -22.2% | +17.8% | -40.0% | -32.9% |
| 5Y | -60.4% | +19.3% | -79.7% | -66.2% |
| All | +152.4% | +43.2% | +109.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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