+103.3%
KEYS vs DUOL
+2.7%
+100.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.1% |
| 7D | +0.9% | -8.6% | +9.5% | +1.9% |
| 30D | -5.3% | +7.2% | -12.4% | -6.3% |
| 3M | +0.5% | +19.1% | -18.6% | -2.6% |
| 6M | +14.0% | +52.5% | -38.5% | +6.1% |
| YTD | +60.3% | -17.3% | +77.6% | +61.6% |
| 1Y | +91.3% | -49.2% | +140.6% | +104.8% |
| 3Y | +146.1% | -7.3% | +153.4% | +131.9% |
| 5Y | +80.8% | -16.3% | +97.0% | +55.9% |
| All | +103.3% | +2.7% | +100.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling