-16.3%
DUOL vs KMX
-54.8%
+38.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -8.6% | -3.4% | -5.2% | -7.4% |
| 30D | +7.2% | +4.0% | +3.2% | +5.5% |
| 3M | +19.1% | +24.8% | -5.7% | +8.0% |
| 6M | +52.5% | +43.6% | +8.9% | +29.3% |
| YTD | -17.3% | +56.6% | -73.9% | -33.3% |
| 1Y | -49.2% | +2.2% | -51.5% | -52.1% |
| 3Y | -7.3% | -25.4% | +18.2% | -3.8% |
| 5Y | -16.3% | -55.0% | +38.7% | +0.3% |
| All | -16.3% | -54.8% | +38.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling