+5.1%
KDP vs DUOL
-10.4%
+15.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | +2.1% | -7.8% | +9.9% | +2.3% |
| 30D | +8.5% | +11.8% | -3.4% | +8.2% |
| 3M | +6.6% | +24.1% | -17.5% | +6.0% |
| 6M | +17.1% | +43.6% | -26.6% | +15.9% |
| YTD | +19.0% | -16.6% | +35.6% | +19.3% |
| 1Y | +21.8% | -46.0% | +67.8% | +23.2% |
| 3Y | +6.4% | -6.5% | +12.9% | +5.0% |
| 5Y | +5.1% | -7.4% | +12.6% | +1.4% |
| All | +5.1% | -10.4% | +15.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling