-12.8%
KHC vs DUOL
-19.0%
+6.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.1% |
| 7D | -4.8% | -11.8% | +7.0% | -4.6% |
| 30D | +0.3% | +1.5% | -1.2% | +0.3% |
| 3M | +6.7% | +18.1% | -11.4% | +6.6% |
| 6M | +4.2% | +38.7% | -34.5% | +4.0% |
| YTD | +6.7% | -20.7% | +27.4% | +6.4% |
| 1Y | -1.4% | -49.1% | +47.7% | -1.8% |
| 3Y | -11.8% | -11.0% | -0.7% | -11.9% |
| All | -12.8% | -19.0% | +6.2% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling