+15.0%
DUOL vs KIM
+42.8%
-27.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | +14.1% | -4.0% | +18.1% | +16.5% |
| 3M | +41.5% | +0.5% | +41.0% | +41.0% |
| 6M | +60.6% | +3.6% | +57.0% | +57.0% |
| YTD | -12.0% | +20.4% | -32.4% | -20.6% |
| 1Y | -43.4% | +9.7% | -53.1% | -46.3% |
| 3Y | +3.7% | +46.0% | -42.3% | -17.8% |
| 5Y | -5.3% | +34.4% | -39.7% | -15.6% |
| All | +15.0% | +42.8% | -27.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling