+530.7%
KLAC vs DUOL
+3.5%
+527.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.6% |
| 7D | +10.6% | -7.8% | +18.4% | +11.9% |
| 30D | -4.5% | +11.8% | -16.3% | -6.7% |
| 3M | -10.3% | +24.1% | -34.4% | -15.2% |
| 6M | +40.9% | +43.6% | -2.7% | +28.0% |
| YTD | +56.1% | -16.6% | +72.7% | +57.3% |
| 1Y | +109.0% | -46.0% | +155.1% | +126.2% |
| 3Y | +288.8% | -6.5% | +295.3% | +254.6% |
| 5Y | +489.1% | -7.4% | +496.6% | +369.0% |
| All | +530.7% | +3.5% | +527.2% | +399.5% |
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 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