-10.3%
KMB vs DUOL
-1.5%
-8.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -4.1% |
| 7D | -8.6% | -11.8% | +3.2% | -8.6% |
| 30D | -7.5% | +1.5% | -9.0% | -7.5% |
| 3M | -0.6% | +18.1% | -18.8% | -0.6% |
| 6M | -1.5% | +38.7% | -40.2% | -1.5% |
| YTD | +1.6% | -20.7% | +22.3% | +1.5% |
| 1Y | -20.8% | -49.1% | +28.3% | -20.9% |
| 3Y | -12.4% | -11.0% | -1.4% | -12.8% |
| 5Y | -12.9% | -18.0% | +5.0% | -14.2% |
| All | -10.3% | -1.5% | -8.8% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling