-16.0%
KHC vs DUOL
+16.9%
-32.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +2.5% |
| 7D | +2.0% | +3.0% | -1.0% | +2.0% |
| 30D | +10.6% | +18.3% | -7.7% | +10.2% |
| 3M | +0.5% | +14.7% | -14.2% | +0.2% |
| 6M | +12.1% | +57.5% | -45.4% | +11.5% |
| YTD | +8.9% | -5.8% | +14.7% | +8.2% |
| 1Y | +7.5% | -11.4% | +18.9% | +6.8% |
| 3Y | -10.7% | -22.5% | +11.8% | -11.1% |
| 5Y | -13.2% | +6.6% | -19.8% | -14.7% |
| All | -16.0% | +16.9% | -32.9% | -17.7% |
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 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