+40.9%
KNX vs DUOL
-38.2%
+79.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +26.0% | -26.7% | -1.6% |
| 7D | +2.5% | +19.3% | -16.8% | +1.8% |
| 30D | -4.4% | +9.6% | -14.0% | -4.7% |
| 3M | -12.7% | +17.1% | -29.8% | -13.2% |
| 6M | +0.9% | +46.3% | -45.4% | -1.4% |
| YTD | +20.3% | -8.1% | +28.4% | +21.8% |
| 1Y | +40.9% | -38.5% | +79.4% | +47.0% |
| All | +40.9% | -38.2% | +79.2% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling