+262.3%
KGC vs DUOL
+16.9%
+245.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.1% |
| 7D | -6.7% | +3.0% | -9.7% | -6.9% |
| 30D | -6.7% | +18.3% | -25.0% | -8.0% |
| 3M | -22.6% | +14.7% | -37.3% | -23.7% |
| 6M | -33.4% | +57.5% | -90.9% | -36.2% |
| YTD | -26.0% | -5.8% | -20.2% | -26.4% |
| 1Y | -18.3% | -11.4% | -6.9% | -18.4% |
| 3Y | +315.8% | -22.5% | +338.3% | +302.1% |
| 5Y | +225.7% | +6.6% | +219.1% | +178.1% |
| All | +262.3% | +16.9% | +245.4% | +210.5% |
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 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