-10.7%
KHC vs DUOL
-5.7%
-5.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.3% |
| 7D | -2.2% | -7.8% | +5.6% | -2.1% |
| 30D | -0.1% | +11.8% | -11.9% | -0.3% |
| 3M | +8.3% | +24.1% | -15.8% | +8.0% |
| 6M | +5.0% | +43.6% | -38.7% | +4.6% |
| YTD | +8.0% | -16.6% | +24.6% | +7.2% |
| 1Y | -1.1% | -46.0% | +44.9% | -2.2% |
| 3Y | -10.7% | -6.5% | -4.3% | -8.7% |
| All | -10.7% | -5.7% | -5.0% | -8.7% |
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