-2.6%
KMB vs DUOL
+11.3%
-14.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | -1.5% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | +9.1% | +12.4% | -3.3% | +8.8% |
| 3M | -0.4% | +16.9% | -17.3% | -0.6% |
| 6M | +13.0% | +48.5% | -35.5% | +12.8% |
| YTD | +10.3% | -10.3% | +20.6% | +10.1% |
| 1Y | +8.2% | -15.6% | +23.8% | +7.9% |
| 3Y | +0.4% | -25.6% | +26.0% | -0.1% |
| 5Y | -2.7% | +1.5% | -4.2% | -4.4% |
| All | -2.6% | +11.3% | -14.0% | -4.3% |
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