+18.4%
KEY vs DUOL
-48.8%
+67.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.1% |
| 7D | -0.3% | -11.8% | +11.5% | +0.1% |
| 30D | -3.3% | +1.5% | -4.8% | -3.4% |
| 3M | -0.7% | +18.1% | -18.9% | -1.7% |
| 6M | +12.5% | +38.7% | -26.1% | +9.9% |
| YTD | +8.4% | -20.7% | +29.1% | +9.3% |
| 1Y | +18.4% | -49.1% | +67.5% | +21.2% |
| All | +18.4% | -48.8% | +67.3% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling