+7.0%
DUOL vs KMX
-54.7%
+61.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | -7.0% | -3.1% | -3.9% | -5.8% |
| 30D | +6.7% | +4.4% | +2.3% | +4.9% |
| 3M | +16.0% | +18.9% | -2.9% | +7.3% |
| 6M | +45.4% | +44.3% | +1.1% | +23.1% |
| YTD | -18.1% | +58.7% | -76.8% | -34.3% |
| 1Y | -53.6% | +0.1% | -53.7% | -55.8% |
| 3Y | -11.0% | -24.4% | +13.5% | -8.1% |
| 5Y | -17.1% | -54.4% | +37.3% | -2.0% |
| All | +7.0% | -54.7% | +61.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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