+40.9%
KEY vs DUOL
+16.1%
+24.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.1% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | +6.7% | +11.1% | -4.4% | +5.5% |
| 3M | -4.6% | +21.2% | -25.8% | -6.6% |
| 6M | +2.6% | +56.1% | -53.5% | -2.1% |
| YTD | +7.0% | -6.5% | +13.4% | +6.2% |
| 1Y | +23.5% | -15.8% | +39.3% | +23.5% |
| 3Y | +126.4% | -22.4% | +148.8% | +124.1% |
| 5Y | +13.0% | +8.3% | +4.7% | +3.3% |
| All | +40.9% | +16.1% | +24.8% | +31.9% |
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 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