-8.6%
KMB vs DUOL
-5.7%
-2.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -1.9% |
| 7D | -2.7% | -7.8% | +5.1% | -2.7% |
| 30D | -5.0% | +11.8% | -16.9% | -5.0% |
| 3M | +6.6% | +24.1% | -17.5% | +6.8% |
| 6M | +1.0% | +43.6% | -42.7% | +1.5% |
| YTD | +6.0% | -16.6% | +22.5% | +5.7% |
| 1Y | -16.6% | -46.0% | +29.4% | -17.3% |
| 3Y | -8.6% | -6.5% | -2.2% | -6.8% |
| All | -8.6% | -5.7% | -2.9% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling