-1.5%
KHC vs DUOL
-43.9%
+42.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.4% |
| 7D | -1.8% | +5.1% | -6.9% | -2.2% |
| 30D | -1.9% | +14.1% | -16.0% | -3.1% |
| 3M | +14.4% | +41.5% | -27.1% | +11.5% |
| 6M | +8.7% | +60.6% | -51.9% | +5.4% |
| YTD | +7.8% | -12.0% | +19.8% | +5.8% |
| 1Y | -1.5% | -43.4% | +41.8% | -2.3% |
| All | -1.5% | -43.9% | +42.3% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling