+8.1%
DUOL vs KIM
+40.9%
-32.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +4.8% |
| 7D | -8.6% | -1.5% | -7.1% | -8.0% |
| 30D | +7.2% | -1.7% | +8.9% | +8.1% |
| 3M | +19.1% | -7.1% | +26.2% | +23.3% |
| 6M | +52.5% | +2.9% | +49.6% | +49.5% |
| YTD | -17.3% | +18.8% | -36.1% | -24.9% |
| 1Y | -49.2% | +9.4% | -58.7% | -51.8% |
| 3Y | -7.3% | +44.6% | -51.8% | -26.1% |
| 5Y | -16.3% | +37.9% | -54.2% | -25.6% |
| All | +8.1% | +40.9% | -32.8% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling