+5.2%
KDP vs DUOL
+9.2%
-4.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.8% |
| 7D | +1.3% | +5.1% | -3.8% | +1.2% |
| 30D | +6.0% | +14.1% | -8.2% | +5.6% |
| 3M | +9.2% | +41.5% | -32.3% | +8.3% |
| 6M | +14.7% | +60.6% | -45.9% | +13.3% |
| YTD | +19.2% | -12.0% | +31.2% | +19.3% |
| 1Y | +15.2% | -43.4% | +58.5% | +16.3% |
| 3Y | +6.0% | +3.7% | +2.3% | +4.5% |
| 5Y | +5.4% | -5.3% | +10.7% | +1.7% |
| All | +5.2% | +9.2% | -4.1% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling