+430.6%
KLAC vs DUOL
-15.6%
+446.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.4% | -3.8% |
| 7D | +2.5% | -8.6% | +11.1% | +3.8% |
| 30D | -11.5% | +7.2% | -18.7% | -12.9% |
| 3M | -16.9% | +19.1% | -36.0% | -21.0% |
| 6M | +22.2% | +52.5% | -30.3% | +9.7% |
| YTD | +46.4% | -17.3% | +63.6% | +47.7% |
| 1Y | +91.0% | -49.2% | +140.2% | +109.6% |
| 3Y | +264.6% | -7.3% | +271.8% | +232.2% |
| 5Y | +430.6% | -16.3% | +446.9% | +316.5% |
| All | +430.6% | -15.6% | +446.2% | +316.5% |
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