+438.8%
KGC vs DUOL
+9.2%
+429.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -2.1% |
| 7D | -1.3% | +5.1% | -6.4% | -1.6% |
| 30D | +20.3% | +14.1% | +6.1% | +19.0% |
| 3M | +8.1% | +41.5% | -33.4% | +5.0% |
| 6M | -8.8% | +60.6% | -69.4% | -12.6% |
| YTD | +10.1% | -12.0% | +22.0% | +10.5% |
| 1Y | +44.2% | -43.4% | +87.6% | +49.3% |
| 3Y | +533.0% | +3.7% | +529.3% | +492.6% |
| 5Y | +443.0% | -5.3% | +448.3% | +369.7% |
| All | +438.8% | +9.2% | +429.5% | +366.0% |
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