+9.0%
DUOL vs KMX
-55.3%
+64.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -3.6% |
| 7D | -7.8% | -0.7% | -7.1% | -7.5% |
| 30D | +11.8% | +4.1% | +7.7% | +10.1% |
| 3M | +24.1% | +27.5% | -3.4% | +11.6% |
| 6M | +43.6% | +43.6% | +0.1% | +21.8% |
| YTD | -16.6% | +56.8% | -73.3% | -32.8% |
| 1Y | -46.0% | -1.3% | -44.7% | -48.4% |
| 3Y | -6.5% | -25.4% | +18.9% | -3.0% |
| 5Y | -7.4% | -53.9% | +46.5% | +8.9% |
| All | +9.0% | -55.3% | +64.3% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling