+42.8%
KEY vs DUOL
+2.7%
+40.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | -1.8% | -8.6% | +6.8% | -1.1% |
| 30D | -3.3% | +7.2% | -10.5% | -4.0% |
| 3M | -0.2% | +19.1% | -19.3% | -2.1% |
| 6M | +12.1% | +52.5% | -40.4% | +7.2% |
| YTD | +8.4% | -17.3% | +25.7% | +9.1% |
| 1Y | +17.6% | -49.2% | +66.9% | +22.7% |
| 3Y | +123.3% | -7.3% | +130.6% | +119.1% |
| 5Y | +39.5% | -16.3% | +55.8% | +28.7% |
| All | +42.8% | +2.7% | +40.1% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling