+315.8%
KGC vs DUOL
-20.2%
+336.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | 0.0% |
| 7D | -6.7% | +3.0% | -9.7% | -6.8% |
| 30D | -6.7% | +18.3% | -25.0% | -7.6% |
| 3M | -22.6% | +14.7% | -37.3% | -23.4% |
| 6M | -33.4% | +57.5% | -90.9% | -35.1% |
| YTD | -26.0% | -5.8% | -20.2% | -25.8% |
| 1Y | -18.3% | -11.4% | -6.9% | -17.8% |
| 3Y | +315.8% | -22.5% | +338.3% | +310.1% |
| All | +315.8% | -20.2% | +336.0% | +310.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling