+404.9%
KGC vs DUOL
+2.7%
+402.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.3% | -8.6% | -4.6% |
| 7D | -8.4% | -8.6% | +0.2% | -7.9% |
| 30D | +6.3% | +7.2% | -0.8% | +5.7% |
| 3M | +22.4% | +19.1% | +3.4% | +20.4% |
| 6M | -11.4% | +52.5% | -63.9% | -14.8% |
| YTD | +3.1% | -17.3% | +20.4% | +3.9% |
| 1Y | +26.6% | -49.2% | +75.8% | +32.1% |
| 3Y | +525.6% | -7.3% | +532.8% | +491.1% |
| 5Y | +451.7% | -16.3% | +467.9% | +380.3% |
| All | +404.9% | +2.7% | +402.3% | +338.4% |
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