+90.1%
KEYS vs DUOL
-17.6%
+107.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.5% | -7.0% | +10.5% | +4.3% |
| 30D | -4.5% | +6.7% | -11.2% | -5.5% |
| 3M | -0.4% | +16.0% | -16.4% | -3.3% |
| 6M | +19.1% | +45.4% | -26.3% | +11.4% |
| YTD | +66.7% | -18.1% | +84.8% | +68.3% |
| 1Y | +96.5% | -53.6% | +150.0% | +113.6% |
| 3Y | +155.2% | -11.0% | +166.1% | +141.0% |
| All | +90.1% | -17.6% | +107.7% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling