+12.2%
KHC vs DKNG
+152.4%
-140.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | +0.7% |
| 7D | -1.0% | +3.0% | -4.0% | -1.1% |
| 30D | +1.9% | -3.0% | +4.9% | +2.0% |
| 3M | +3.2% | -17.6% | +20.8% | +3.8% |
| 6M | +10.0% | -3.2% | +13.2% | +9.9% |
| YTD | +6.7% | -28.2% | +34.9% | +7.8% |
| 1Y | -0.9% | -46.1% | +45.2% | +1.0% |
| 3Y | -13.6% | -22.2% | +8.6% | -14.3% |
| 5Y | -12.8% | -60.4% | +47.5% | -6.7% |
| All | +12.2% | +152.4% | -140.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 10y: compounded portfolio wealth divided by compounded DKNG 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…
10y analysis · Full analysis span regression · 6 months rolling