-18.0%
DUOL vs KIM
+37.3%
-55.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.5% |
| 7D | -11.8% | -1.0% | -10.8% | -11.4% |
| 30D | +1.5% | -1.1% | +2.6% | +2.1% |
| 3M | +18.1% | -5.3% | +23.5% | +21.3% |
| 6M | +38.7% | +3.9% | +34.7% | +35.2% |
| YTD | -20.7% | +20.3% | -40.9% | -28.5% |
| 1Y | -49.1% | +10.4% | -59.5% | -51.9% |
| 3Y | -11.0% | +46.3% | -57.4% | -29.8% |
| 5Y | -18.0% | +37.6% | -55.6% | -28.2% |
| All | -18.0% | +37.3% | -55.3% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling