+131.1%
KMI vs DUOL
+1.6%
+129.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.7% | -7.0% | +5.3% | -1.4% |
| 30D | -2.7% | +6.7% | -9.5% | -3.2% |
| 3M | -0.7% | +16.0% | -16.7% | -1.7% |
| 6M | -5.0% | +45.4% | -50.4% | -7.3% |
| YTD | +15.5% | -18.1% | +33.6% | +16.0% |
| 1Y | +16.4% | -53.6% | +70.0% | +20.4% |
| 3Y | +114.2% | -11.0% | +125.1% | +110.8% |
| 5Y | +153.3% | -17.1% | +170.4% | +134.8% |
| All | +131.1% | +1.6% | +129.5% | +113.4% |
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