+549.6%
KGC vs DUOL
-12.4%
+562.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.4% |
| 7D | -0.1% | -11.8% | +11.7% | +0.3% |
| 30D | +10.5% | +1.5% | +9.0% | +10.4% |
| 3M | +19.8% | +18.1% | +1.6% | +18.8% |
| 6M | -6.7% | +38.7% | -45.3% | -8.3% |
| YTD | +7.8% | -20.7% | +28.4% | +9.2% |
| 1Y | +35.7% | -49.1% | +84.8% | +40.6% |
| All | +549.6% | -12.4% | +562.0% | +504.2% |
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