+23.5%
KEY vs DUOL
-14.5%
+38.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.3% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +6.7% | +11.1% | -4.4% | +6.0% |
| 3M | -4.6% | +21.2% | -25.8% | -5.6% |
| 6M | +2.6% | +56.1% | -53.5% | -0.5% |
| YTD | +7.0% | -6.5% | +13.4% | +9.6% |
| 1Y | +23.5% | -15.8% | +39.3% | +28.5% |
| All | +23.5% | -14.5% | +38.0% | +28.5% |
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 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