-11.0%
DUOL vs KMX
-25.1%
+14.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -7.0% | -3.1% | -3.9% | -6.0% |
| 30D | +6.7% | +4.4% | +2.3% | +5.2% |
| 3M | +16.0% | +18.9% | -2.9% | +8.6% |
| 6M | +45.4% | +44.3% | +1.1% | +25.7% |
| YTD | -18.1% | +58.7% | -76.8% | -32.7% |
| 1Y | -53.6% | +0.1% | -53.7% | -55.9% |
| 3Y | -11.0% | -24.4% | +13.5% | -11.5% |
| All | -11.0% | -25.1% | +14.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling