-13.7%
DUOL vs KIM
+45.1%
-58.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -11.8% | -1.0% | -10.8% | -11.5% |
| 30D | +1.5% | -1.1% | +2.6% | +1.9% |
| 3M | +18.1% | -5.3% | +23.5% | +20.4% |
| 6M | +38.7% | +3.9% | +34.7% | +36.2% |
| YTD | -20.7% | +20.3% | -40.9% | -26.5% |
| 1Y | -49.1% | +10.4% | -59.5% | -51.2% |
| All | -13.7% | +45.1% | -58.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling