-38.5%
DUOL vs KIM
+33.1%
-71.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.6% | +22.4% | +24.4% |
| 7D | +19.3% | +10.6% | +8.7% | +16.4% |
| 30D | +9.6% | +17.5% | -7.8% | +6.1% |
| 3M | +17.1% | +4.7% | +12.4% | +15.1% |
| 6M | +46.3% | +13.1% | +33.2% | +43.0% |
| YTD | -8.1% | +32.1% | -40.2% | -14.5% |
| 1Y | -38.5% | +32.7% | -71.1% | -42.9% |
| All | -38.5% | +33.1% | -71.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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