+6.4%
KDP vs DUOL
-5.7%
+12.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | +2.1% | -7.8% | +9.9% | +2.2% |
| 30D | +8.5% | +11.8% | -3.4% | +8.3% |
| 3M | +6.6% | +24.1% | -17.5% | +6.2% |
| 6M | +17.1% | +43.6% | -26.6% | +16.4% |
| YTD | +19.0% | -16.6% | +35.6% | +19.4% |
| 1Y | +21.8% | -46.0% | +67.8% | +23.0% |
| 3Y | +6.4% | -6.5% | +12.9% | +5.9% |
| All | +6.4% | -5.7% | +12.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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