Paul is the only Republican presidential candidate who is simultaneously running a campaign to keep a job in his own state, and he had to offer to pay for Kentucky’s GOP presidential caucus himself just to get around a state law forbidding candidates from appearing on the same ballot for different offices. (Senator Marco Rubio decided to forgo a re-election bid in Florida to focus on his White House bid.) The strategy for Democrats is straightforward: Remind Kentucky voters that their first-term senator began looking for a promotion as soon as they sent him to Washington, and then got humiliated in the process.

The problem for Democrats, and in turn for Gray, is that Kentucky has been a valley of broken dreams for them in recent years. The party spent millions in 2014 trying to unseat Mitch McConnell before he could become Senate majority leader, and despite a wretched approval rating in Kentucky, McConnell trounced Alison Lundergan Grimes by more than 15 points. Democrats thought they had an even better opportunity in the governor’s race last year after Republicans nominated Matt Bevin, the Tea Party conservative who had been shellacked by McConnell in the Senate primary a year earlier. But even though Democrat Jack Conway led almost all pre-election polls, Bevin won the race by nine points.

On the federal level, Kentucky is simply a red state. As Republican strategist Scott Jennings noted, a Democrat running for president or Senate hasn’t won 50 percent of the vote in Kentucky since 1992. Voter registration numbers have been trending Republican for years, and President Obama has been particularly unpopular in the state. “You could build a compelling body of evidence that indicates it’s going to be really, really difficult for a Democrat to win a Senate race here,” Jennings said. And while presidential election years are generally better for Democrats in blue and purple states because of higher turnout, that is not expected to be the case in Kentucky with either Hillary Clinton or Bernie Sanders on the ballot. “That’s another anchor tied around the ankle of every Democrat running,” Jennings said.

With recent history in mind, Democrats aren’t raising expectations too high. Nationally, the party is focused on a handful of other GOP-held Senate seats where its prospects are more promising, including Wisconsin, Illinois, Pennsylvania, Ohio, and New Hampshire. Representative John Yarmuth, the only Democrat remaining in Kentucky’s congressional delegation, said Gray was probably the party’s strongest option but still only put his odds of winning at around 30 percent.

Yarmuth said that unlike Grimes or Conway, Gray won't struggle to try to appeal both to core Democratic voters as well as the many Kentuckians put off by the Obama administration’s policies. “He is definitely a more progressive candidate,” Yarmuth said. “He won’t try to hedge his positions, like Jack Conway tried to do, and Alison. He’ll be a much more authentic candidate.” In her race against McConnell, Grimes was roundly criticized for refusing to say if she voted for President Obama. Gray has already said he did.